nothing stops a determined thief. Generally the more protection you put in the more damage they’ll do to get them.
Make sure your bikes are insured and use the insurance compaines recomended sold secure products for each bike – iirc its ususally gold for £1500 and over and silver for £500-1500, bronze for under £500 (could be wrong though).
Any cage you build wont be rated by the insurance comany as they only go by sold secure rating so would be pretty worthless other than an initial visual deterrent – as STATO said, you could still angle grind or possibley more easiliy bolt cropper your way in.
I have a small concrete shed for my bikes – with a timber door, each bike has the approprite sold secure lock and ground / wall anchor – after all i’d rather they stole the 1k commuter over the 3k MTB (both insured).
I have however recently inverested on an alarm (£15), just as an audio deterrent which i feel is more aproprate as i live in a housing estate where all of the houses gardens over look one another.