I would like to study Western history for periods, in order to focus on the characteristics of each period, but in the most common periodization that is divided by historical marks, I see that many are ignored, especially in ancient history, such as Alexander the Great,
is there any method or History separation from the most appropriate ?
Sorry, I genuinely don't understand your question. Periodizations vary depending on what you study; for the Byzantines it's often by dynasty, for example.
Alexander's reign is sometimes (not always) taken to start the Hellenistic period, featuring a proliferation of Greek culture and literature, and ending the classical period distinguished by e.g. the dominion of the Achaemenid Empire, so I don't understand your concern with him being "ignored" either.
Are there any other types of periodizations you are used to, e.g. Chinese dynastic periodization?