Please think again about getting a proximity sensor for your car if you live in an urban area. They are not helpful when they go off for every truck bus and person that walks by and are the reason everyone ignores car alarms. If anything your car will more likely be vandalized then saved from a thief.
Police Race To Scene Of Car Alarm | The Onion - America's Finest News Source
The only useful thing would be a tilt sensor which should be able to be fitted to the existing alarm circuitry by a dealer or installer with ease.
IMO Prevention is better then deterrence. Turn your front wheels in making them difficult to remove when parked. Park close to the curb making one side need to be jacked up much higher to remove wheels. Don't leave anything in plain sight if you leave anything at all in your car that's valuable.