It would be OK to hang a sign. Too bad you have to go to the trouble. All you SHOULD have to do is turn off the light. That is not rude. Not everyone celebrates Halloween. (I do celibrate because I like it, but I still respect those who don't) You don't have to do anythng you don't want to do nor give a reason.
We were taught more manners growing up and not to knock on doors with out lights. It is the rude parents that don't teach kids manners who are the problem. (If I get thumbs down it shows that someone felt I was talking about them.)
Just hang a sign that says "Sorry, No treats" or "Not handing out candy."
Sometimes people just ring the bell anyway to annoy you. Well hope you have a good evening anyway.