I have a twin as well and have come across this difficulty when expressing this in Japanese, but this is how I do it. Since I am older by a few minutes than my brother, I call him 弟 and he would call me 兄. Since I have more than one brother, to be specific, I usually say 双子の弟 and this seems to be an acceptable expression in Japanese. No one has corrected me when I say this, so I assume it's the correct way. So in your case you might say, depending on which of you is older, 双子の姉 or 双子の妹. I hope this helped. Let me know if you have more questions. Oh and "I have a twin" when speaking in general terms is simply: 私は双子がいます。 or "I am a twin" = 私は双子です。

状況によります。日本では兄弟姉妹の順序が重要な場合があります。例えば冠婚葬祭の時などです。 普通のパーティーでは聞かれたら答える、で良いと思います。