Lock your room or wardrobe/closet

Sorry, you'll probably just have to wait until you have a place of your own. My sister managed to steal my stuff even with a lock on the closet.

How about retribution? As in teaching them there will be consequences for thier actions. If you know, and can prove, that one of them has taken something of yours, take something loved of theirs and hide it. Tell the whole family (including parents) exactly what you have done and tell them you are happy to have an exchange of property at any time.