My borther steals from me?

Give your parents a inventory of all things owned by you and ask them to check your room for those things. When they go missing you can show that you have claimed these and you are now missing them, and that your brother has now gained that item. You could also try talking to him or maybe just forcefully taking them back. I know you said you cant put a lock on your door but that would be one of the better solutions, locks are pretty cheep