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Why do prices move in the same direction but with a lag on correlated instruments?

What causes this lag? That is, let's say the price goes down on GBPUSD , and on GBPYen stands, and only after some time also starts going down, but passes about the same number of pips as GBPUSDB but with a lag

GRAAL

If the price goes up by n (the intpu parameters should be specified), then buy, if down - sell with stop losses also in n, but without take profit . then if the price goes up by n points from the price of the last open order, the same and down respectively. Make PLEASE THIS GRALITY!!!!! there are