Car alarm

I have a car from japan that has an alarm. You Know the stock mazda alarm the one that has the horn blaring. However, the alarm is only sensitive when you open the car without the FOB key or when you open the car manually after closing with fob key, or, if a window is broken because i can see wires welded to window glass. In other words, the alarm is only sensitive to a complete security breach. Is there a way I can the make the alarm sensitive to touch to protect against vandalism? Or is it necessary to install an additional chinese kind of alarm.

https://www.leadinglocks.com/car-security
Mul-T-ilockā€¦ thank me later