Hi,
I am writing a strategy for "instrument A" and I need:
- the price of "instrument*B" the day before at 23:00
- the price of B the same day at 3:00

What is the most simple way to get these values?

Thanks

You will have to add a dataseries with AddDataSeries();

In our case, you would choose the other instrument and add a daily series
and refer to Closes[1][1] which is yesterdays close

More information is in the manual here :
https://ninjatrader.com/support/helpGuides/nt8/en-us/?multi-time_frame__instruments.htm