Put a desk in front of the door
Ugh, I have the same problem, but i have a lock. It's useless though because they end up knocking anyways and talking through the door
Tell them you need privacy.
Have a "sit down" with those who keep walking in. I assume it's your mother or father or both, and they are the only two that should have the "right" to enter your room unannounced and for no other reason than to check on you.
Sit them down and explain to them how you dislike them walking in on you. Explain that you are getting older, becoming a young woman and need your privacy. Tall them you understand that they must check on you, but barging in is unnecessary, because so far you haven't given them any reason to mistrust you in their home.
Start with that and then go in the direction the conversation leads.
Pretend your asleep....a lot!!!! Or better yet do something that makes them uncomfortable to be in your room. Prance around naked..be creative!
Talk to your parents about your concern, and provide solutions or ideas....