Assuming that we're not talking about a business venture, there shouldn't be any issue at all - as long as all participants are consenting adults (no minors) and there are no payments involved, money or otherwise (either between the host and participants or between the participants themselves).
To put it simply, there is no law that dictates that a person can only engage in sexual acts within the confines of their own home. So as long as there are no payments involved of any kind whatsoever, what you do within your own four walls is your own business.
Keep in mind that if you notice a van parked out in the street every night, it won't be the cops - it'll probably be a private investigator checking up on what one of your "party guests" is getting up to.