"What is the best sensor to detect the train arrival on the track."

As has aleady been mentioned, you have omitted a vital piece of information - are we talking full-size trains, or models?

Full-size railway applications are likely to be subject to very stringent safety, reliability & environmental requirements - I imagine that the cost of the sensor could well pale into insignificance!

Solutions for model applications will probably depend upon the type & scale of the models!