I have ProgressBar style in style.xml. When I create layout, put there ProgressBar and set style like:
style="@style/ProgressBarStyle"
set layout to dialog and all is fine.
Other way create view for dialog programmatically. So for ProgressBar I have next code:
new ProgressBar(context, null, R.style.ProgressBarStyle);
But in this way there is nothing instead ProgressBar.
P.S. I don't forget add ProgressBar to view which I set as dialog view.
You can set your style from the constructor, for instance:
progressBar = new ProgressBar(activity, null, android.R.attr.progressBarStyleSmall);
Where the third attribute is the style.
In your case, I think the error is to choose a wrong one. Just this.