I get the impression that you don't have programming knowledge as your question does not contain any code sample.
If it is indeed the case, it will probably be best that you visit the "Freelance" section and hire someone to code it for you!
Alternatively, if you post your own attempt at coding it, we can then help you. Here are some links to guide your efforts:
double ExtMFI = iCustom(NULL, 0, "MFI BW", 0, 0) // Black
double ExtMFIUpVUp = iCustom(NULL, 0, "MFI BW", 1, 0) // Lime
double ExtMFIDownVDown = iCustom(NULL, 0, "MFI BW", 2, 0) // Saddlebrown
double ExtMFIUpVDown = iCustom(NULL, 0, "MFI BW", 3, 0) // Blue
double ExtMFIDownVUp = iCustom(NULL, 0, "MFI BW", 4, 0) // Pink
if(ExtMFIUpVUp>ExtMFIDownVDown) PlaySound("yankee doodle.wav");
if(ExtMFIUpVDown<ExtMFIDownVUp) PlaySound("whistle dixie.wav");
I would suggest that you start with the original Source code for Market Facilitation Index (BW MFI) and add the alert code to that instead of making an extra indicator.
PS! Also, besides compiling. actually test your code by attaching it to a Chart and verifying what happens.
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