The code you've posted is incomplete, so it will make it difficult to debug.
For example, you are using VB_Low[] several times in your code, but it is not declared anywhere.
Don't know why alert is not calling when you are using VB_Low (again, your code is incomplete),
But one wrong thing I can already see is your call to iCustom,
You are passing string literals as inputs, instead of the actual variables.
Besides the symbol name and the custom indicator name, the parenthesis is unnecessary and should be removed from all other inputs.
VB_High[1]=iCustom("CADJPY", 15, "TDI_RT","RSI_Period","RSI_Price,Volatility_Band","RSI_Price_Line","RSI_Price_Type","Trade_Signal_Line","Trade_Signal_Type",1,1);
should become
VB_High[1]=iCustom("CADJPY", 15, "TDI_RT",RSI_Period,RSI_Price,Volatility_Band,RSI_Price_Line,RSI_Price_Type,Trade_Signal_Line,Trade_Signal_Type,1,1);
The code you've posted is incomplete, so it will make it difficult to debug.
For example, you are using VB_Low[] several times in your code, but it is not declared anywhere.
Don't know why alert is not calling when you are using VB_Low (again, your code is incomplete),
But one wrong thing I can already see is your call to iCustom,
You are passing string literals as inputs, instead of the actual variables.
Besides the symbol name and the custom indicator name, the parenthesis is unnecessary and should be removed from all other inputs.
should become
Hello,
The issue was due to the buffers.
I removed them all and it works fine now.
Thank you very much for your help.

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Hi guys,
I need your help for an indicator I try to develop.
It is based on the TDI indicator and I try to extract the values of the Upper Band and the Down Band.
THe problem is that it only find one band. If I set the two, it won't work, also for the first Band.
It complies without errors but there is no alert displayed.
If I set only one, I see the alert.
In thz case below it doen't work:
The case below works when I disable the lines for the Buffer 1 :
Any Idea ?
Thank you