It depends on where you live and your climate--pumpkins turn more orange with cooler weather which means it is good to leave them on the stem until the last possible day.  However, if your climate is humid or wet you also risk mold and stem rot which would destroy the pumpkin.  I would suggest doing a search for your "(STATE) Extension Service Agency" and ask a master gardener in your area when the best time to harvest them is.  Almost every county in the US has a master gardener program that is specific to their area.  Best of Luck!!!  Kathy