Alarm systems compatible with smarthings? Low budget

Any suggestion? Something that detects movement and make some noise

You can plug something loud into a smart outlet, trigger it when ST detects an intrusion using the standard detectors.
Put one of these on an electrical plug:
http://www.newegg.com/Product/Product.aspx?Item=9SIA3XT1E67170&ignorebbr=1&nm_mc=KNC-GoogleMKP-PC&cm_mmc=KNC-GoogleMKP-PC--pla--Tools±+Electrician+Tools-_-9SIA3XT1E67170&gclid=CjwKEAiAj7TCBRCp2Z22ue-zrj4SJACG7SBE6DOj7oxsyw5mZfpVwrl9Ldv8J7Sg9PJ76GCUZJTf7hoCtqTw_wcB&gclsrc=aw.ds

Thats a clever idea! any switch you could recommed ? something working with 220v

Smarthings won’t trigger the siren if there is no internet right?

It may, since some devices do run locally, but you certainly won’t be able to turn it off via mobile app.

I have a Z-Wave In-Wall Micro Controller that i can use but my question is

using smart outlets or any zwave switch, don’t you get false positives after power outage ?

I don’t want to wake up the whole neighborhood after a power outage

You will have to look at the individual switches. some default to on when power returns. others do not. This is a valid concern.
The “No Internet” situation is very touchy. Some things, yes, some things no. It’s hard to tell.
This siren is 110v, you would need one for your country’s voltage standard of course.

All said and done, this is often more reliable: (Self contained, use the smart sensor to alert you when away, use this for local indication.)