The most appropriate option is "on the alert." The phrase "on the alert" means to be vigilant or watchful, especially in a potentially dangerous situation. In this sentence, the speaker is warning others about the presence of robbers and is urging them to be vigilant and watchful. Therefore, the correct option is "on the alert." The other options do not fit this sentence because they do not convey the same level of vigilance or watchfulness as "on the alert" does.