I am new to smart things but I have a work around that has been working for me for a few days now.
First I downloaded a siren sound, there are loads of siren sounds that to choose from with a quick google search. I used audacity (http://audacityteam.org) to create a 20 min repeating version of the alarm and added it to my Sonos library.
I then used Sonos Mood Music Smartapp to play this alarm when any one of a number of sensors are activated. If you set it to only come on in away mode it seems to work.
All you need to do then is set the mode to away when you leave the house. Make sure you set the mode to home when you get back otherwise you will jump a bit when you get in (but you can automate this too).
Alarm stays on for however long you you repeat the siren sound (in my case 20 mins). I also set the volume to 100% to give it some really power.