I stopped Trick または Treating when I turned 13, but I think once あなた become a teenager it is time to 移動する on to other things. I'll admit I get a little annoyed at older Trick または Treaters that can afford to get their own candy.
I stopped when I was 12 または 13, but then again I'm shy and don't like taking to strangers. I'd say あなた should stop trick-or-treating when, for whatever reason, あなた don't enjoy it anymore.