попробуйте
progressDialog = (ProgressBar) findViewById(R.id.progressbar_Horizontal);
AnimationDrawable animdrawable = getProgressBarAnimation();
progressDialog.setBackgroundDrawable(animdrawable);
Для анимации
private AnimationDrawable getProgressBarAnimation() {
GradientDrawable rainbow1 = new GradientDrawable(Orientation.LEFT_RIGHT,
new int[]{Color.RED, Color.MAGENTA, Color.BLUE, Color.CYAN, Color.GREEN, Color.YELLOW});
GradientDrawable rainbow2 = new GradientDrawable(Orientation.LEFT_RIGHT,
new int[]{Color.YELLOW, Color.RED, Color.MAGENTA, Color.BLUE, Color.CYAN, Color.GREEN});
GradientDrawable rainbow3 = new GradientDrawable(Orientation.LEFT_RIGHT,
new int[]{Color.GREEN, Color.YELLOW, Color.RED, Color.MAGENTA, Color.BLUE, Color.CYAN});
GradientDrawable rainbow4 = new GradientDrawable(Orientation.LEFT_RIGHT,
new int[]{Color.CYAN, Color.GREEN, Color.YELLOW, Color.RED, Color.MAGENTA, Color.BLUE});
GradientDrawable rainbow5 = new GradientDrawable(Orientation.LEFT_RIGHT,
new int[]{Color.BLUE, Color.CYAN, Color.GREEN, Color.YELLOW, Color.RED, Color.MAGENTA});
GradientDrawable rainbow6 = new GradientDrawable(Orientation.LEFT_RIGHT,
new int[]{Color.MAGENTA, Color.BLUE, Color.CYAN, Color.GREEN, Color.YELLOW, Color.RED});
GradientDrawable[] gds = new GradientDrawable[]{rainbow1, rainbow2, rainbow3, rainbow4, rainbow5, rainbow6};
AnimationDrawable animation = new AnimationDrawable();
for (GradientDrawable gd : gds) {
animation.addFrame(gd, 100);
}
animation.setOneShot(false);
return animation;
}