If you know any treatment for cockroach allergies?

OTC. The treatment would be the same as most other allergies. Avoidance, if possible is best. Otherwise, otc claritin, (loratadine) zyrtec or allegra.
Prevention. In addition to treatment- consider prevention. Seal all cracks in cabinets where food is kept. Keep food in airtight containers & clean/ clear food particles off of / out of sinks, counters, floors etc frequently.