yes, withint a script (or EA code), you can wait for a condition to be true (moving average or anything else) and send a mail....
See https://docs.mql4.com/common/playsound and https://docs.mql4.com/common/sendmail
Also article https://www.mql5.com/en/articles/1448 may be usefull.
Also article https://www.mql5.com/en/articles/1448 may be usefull.
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Mike