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I went to a couple of Hallowe'en parties as a child of about ten or eleven. At one point we would leave and go knocking doors but we only knocked the doors at homes of those who were at the party and nobody else. We would never have knocked, and were not allowed to knock on anyone's door who was unconnected to our party, our friends and who we simply didn't know.
I'm told the rule seems to be nowadays that if you stick a pumpkin or some Hallowe'en stuff outside the door, on your garden or driveway or in your window then you are fair game for anyone roaming to knock whether you know them or not.