Try pressing the button to arm doors and windows twice. Then leave during the exit delay. When the exit delay ends, doors and windows should be armed with no entry delay. Is that what you want? Your family would of course have to wake up and shut the system off or arm with the entry delay before you come home or else you would have to either use a fob or dial in to the system to disarm it.
Source: Do It Yourself Home Security System : Arming to protect family ...
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