ProgressDialog is deprecated.What is the alternate one to use?

Yes, in API level 26 it's deprecated. Instead, you can use progressBar.

To create it programmatically:

First get a reference to the root layout

RelativeLayout layout = findViewById(R.id.display);  //specify here Root layout Id

or

RelativeLayout layout = findViewById(this);

Then add the progress bar

progressBar = new ProgressBar(youractivity.this, null, android.R.attr.progressBarStyleLarge);
RelativeLayout.LayoutParams params = new RelativeLayout.LayoutParams(100, 100);
params.addRule(RelativeLayout.CENTER_IN_PARENT);
layout.addView(progressBar, params);

To show the progress bar

progressBar.setVisibility(View.VISIBLE);

To hide the progress bar

progressBar.setVisibility(View.GONE);

To disable the user interaction you just need to add the following code

getWindow().setFlags(WindowManager.LayoutParams.FLAG_NOT_TOUCHABLE,
                           WindowManager.LayoutParams.FLAG_NOT_TOUCHABLE);

To get user interaction back you just need to add the following code

getWindow().clearFlags(WindowManager.LayoutParams.FLAG_NOT_TOUCHABLE);

Just for future reference, change the android.R.attr.progressBarStyleSmall to android.R.attr.progressBarStyleHorizontal.

The code below only works above API level 21

progressBar.setProgressTintList(ColorStateList.valueOf(Color.RED));

To create it via xml:

<ProgressBar
        android:id="@+id/progressbar"
        style="?android:attr/progressBarStyleHorizontal"
        android:layout_width="fill_parent"
        android:layout_height="wrap_content"
        android:indeterminate="true"
        android:max="100"
        android:backgroundTint="@color/white"
        android:layout_below="@+id/framelauout"
        android:indeterminateTint="#1a09d6"
        android:layout_marginTop="-7dp"/>

In your activity

progressBar = (ProgressBar) findViewById(R.id.progressbar);

Showing/hiding the progress bar is the same

 progressBar.setVisibility(View.VISIBLE); // To show the ProgressBar 
 progressBar.setVisibility(View.INVISIBLE); // To hide the ProgressBar

Here is a sample image of what it would look like:

For more details:
1. Reference one
2. Reference Two

you can use AlertDialog as ProgressDialog refer below code for the ProgressDialog. This function you need to call whenever you show a progress dialog.

Code:

    public void setProgressDialog() {

    int llPadding = 30;
    LinearLayout ll = new LinearLayout(this);
    ll.setOrientation(LinearLayout.HORIZONTAL);
    ll.setPadding(llPadding, llPadding, llPadding, llPadding);
    ll.setGravity(Gravity.CENTER);
    LinearLayout.LayoutParams llParam = new LinearLayout.LayoutParams(
            LinearLayout.LayoutParams.WRAP_CONTENT,
            LinearLayout.LayoutParams.WRAP_CONTENT);
    llParam.gravity = Gravity.CENTER;
    ll.setLayoutParams(llParam);

    ProgressBar progressBar = new ProgressBar(this);
    progressBar.setIndeterminate(true);
    progressBar.setPadding(0, 0, llPadding, 0);
    progressBar.setLayoutParams(llParam);

    llParam = new LinearLayout.LayoutParams(ViewGroup.LayoutParams.WRAP_CONTENT,
            ViewGroup.LayoutParams.WRAP_CONTENT);
    llParam.gravity = Gravity.CENTER;
    TextView tvText = new TextView(this);
    tvText.setText("Loading ...");
    tvText.setTextColor(Color.parseColor("#000000"));
    tvText.setTextSize(20);
    tvText.setLayoutParams(llParam);

    ll.addView(progressBar);
    ll.addView(tvText);

    AlertDialog.Builder builder = new AlertDialog.Builder(this);
    builder.setCancelable(true);
    builder.setView(ll);

    AlertDialog dialog = builder.create();
    dialog.show();
    Window window = dialog.getWindow();
    if (window != null) {
        WindowManager.LayoutParams layoutParams = new WindowManager.LayoutParams();
        layoutParams.copyFrom(dialog.getWindow().getAttributes());
        layoutParams.width = LinearLayout.LayoutParams.WRAP_CONTENT;
        layoutParams.height = LinearLayout.LayoutParams.WRAP_CONTENT;
        dialog.getWindow().setAttributes(layoutParams);
    }
}

Output: