The NeuroShell Trader Professional and NeuroShell DayTrader Professional can allow creation of sound and/or popup custom text alerts when an event occurs. Unlike some packages which have a limited number of alerts available, the NeuroShell Trader alerts are unlimited in scope and can be based upon any combination of indicators, predictions, and/or trading strategies. 

Alerts are inserted from the Insert menu, just like indicators: 

You can give your alerts special names and even notes to yourself: 
 

Then, when you later view the Alert window, you are notified of all alerts (like all such layouts in the Trader, clicking on a column sorts the display by that column): 

Alerts can be modified in the same manner in which you modify indicators, predictions, and trading strategies.