In our town, the trick or treaters are only allowed to go to your house if you have your porch light on. If you don't have it on, that means you do not want trick or treaters. Lots of people do not have their lights on.
Most people around here take their children only to homes of families or friends for trick or treat, or they go to nursing homes or places like that. There is a lot of worry about what your children may get from people they don't know; i.e. razor blades or needles put in candy, etc.
So here it is not a big deal if you do not want trick or treaters.