In the USA a bunch of stores (Cost Cutters, Harbor Freight, Bed Bath & Beyond to name a few), All sell cheap "Stick-on" battery operated magnetic alarms that can be put on windows and doors and produce an ear piersing sound when activated
. They also come with an on/off switch.
It may be well worth it to bring a few on Vacation with you and just leave them when you depart or take them and get some double face tape for the next time.
Someone sneeking into a window and hears a loud alarm going off will not stick around very long.