From the December 1920 issue of Farmer's Magazine, a Canadian publication, which can be found in the Internet Archive:
Lighting the Christmas Candle
A Tradition That Is Growing in the Present Day
An old tradition has it that "a lighted candle set in the window on Christmas Eve will guide the Babe of Bethlehem to your home, that he may bring you happiness." In some countries it has long been the custom so to mark the coming of Christmas, and John H. Stedman, of Rochester, N.Y., has originated a movement to spread it in this country, so says a brief article in the Literary Digest. In a pamphlet urging all to light the "Christ-candle" on Christmas Eve he says:
"The Irish will tell you that the Christ-candle was always lighted in their homes in the Emerald Isle as it has been for years and years in Norway and Sweden. Boston has had it for a decade. In Rochester 1916 was our third celebration--the first year a few houses shone--the second over a thousand--the third nearly every one; and it has spread to town, village, and country over a forty-mile radius. Many far-away homes, Wisconsin, Maine, California, Florida, kindled their candles from ours, and when you have lighted yours you will appreciate why."