I was in a similar situation. I started locking my door. In the beginning there were a lot of fights and getting grounded, but I insisted and kept locking it and after a year or so they just accepted it.

If you have already talked to your parents about it but they do not understand or even seem willing to consider your point of view and your right to privacy, the only way to get what you want would be to force your way.

If you can't lock, try blocking your door with something.

Of course, there will be consequences. You have to consider all the possible outcomes and decide if you'll be able to handle them and if your desire for privacy is more important than them and is worth the trouble. I'm not saying this is fair, I'm just trying to be realistic.

If you decide that you want to do that, I'd also advice to keep your door locked at all times and/or your key always on your person, in case they try to take it away. I'd also hide away any possesions I wouldn't want to be confiscated and avoid mentioning things that could be later used as a way to get grounded. On top of that, try to choose your punishments: act excited and pretend to invest time for stuff you don't care that much for and try to avoid letting your parents know about things you actually look forward to/really enjoy.

Also, if you have a person you trust living with you (like a sibling) you could give them a spare key, for safety reasons or in case someone needs something while you are not there. Do not let the parents know of the spare key.

Of course, keep in mind that this advice could fail, depending on the severity of the measures your parents are willing to take in order to prevent you from keeping your space private. You know them better than me, think carefully if you could actually get away with this.

In case you decide not/is not possible to follow the advise mentioned above, you may consider spending time in the bathroom when you don't want to be disturbed (unless they do not respect your privacy there either) or avoiding home in general, by spending as much time as possible at friends' houses or public spaces. You could also change your sleeping schedule in order to be up during hours that your parents are asleep, thus granting yourself a few hours of undisturbed time.

Another thing you could do is fake being asleep and do stuff quietly with the lights off. Also, if you can notice it a bit before your parents enter, you could position yourself in a way that you can quickly switch to make it seem like you were studying. Keep in mind though that with these two methods you can only get caught once, then you can't use them again for a long time and the parents will probably become even more intrusive.