Here are a couple of tips that will help you a long:
1) Don't let them skip meals: If your little tyke skips meals during the day of Halloween, they will be more likely to over eat snacks in the evening. Make sure they have their regular breakfast, lunch, dinner and healthy snacks.
2) Be the candy checker: With younger ones, it is important to make sure there are no dangerous treats in their bags anyways. Go through and remove any inappropriate candies (such as heavy chews they may choke on if they are really little). Next have your child help you divide the candy into small bags with the candies of their choosing so they can take one each day to school. Now you have helped portion things out but they still get the treats they want.
There are other little tricks you can try with your treat loving kiddies but these are a good start. Remember that it is a holiday and there will be a bit more indulging; just try to keep it reasonable.