In American English you can say No Trespassing
("used on signs to warn people not to enter a place or area"–MacMillan)
to warn someone who is in the process of trespassing not to do it again. You could also say
Don't come in my room without my permission. Now get out and don't come in here again (without my permission).
But all that can be compressed into 'No trespassing' because by saying this, you are telling them
A. They are in the process of trespassing
B. It's wrong for them to be trespassing
C. Warning them not to do it again
It's kind of difficult to find language without more details as to your situation: where are you (at home, at university), who is the intruder (your little sibling, a neighbor, a weirdo, an ex), what is the 'intruder' doing, are they breaking the law, do you feel threatened, etc.
Leftover from answer to the first edition of your question:
You can search Google for images of No Trespassing signs
You can also add other verbiage if you choose, such as
No entry. Keep out. Violators will be prosecuted. (This property protected by shotgun five days a week, and I'm not saying which days.)