Code takes six pairs that are highly correlated to GBPNZD and determines if their ROC's are increasing or decreasing. If a pair has an increasing ROC it is given a 1, if decreasing a -1. The numbers are all added up (this is similar to a count for counting cards in blackjack). If the count goes positive the strategy enters a long position, if negative a short position.
Code is tuned for GBPNZD for 1HR chart. Returns $97 on an initial balance of $100 (if I am reading Tradingview Tester correctly) *** Should work for GBPJPY, its has the same correlated pairs