Let’s see if we can dance this without giving the mods a reason to delete it.
Speaking as an American Policeman, know what the law is IN YOUR JURISDICTION.
A quick call to the local police department should answer that for you.

Given that, let me address SoldierSpike’s comment. Yes, one officer might stop you and take enforcement action, and another one might not give it a second look. It will depend upon the totality of the circumstances. If you are on your way to the Highland Games, you probably won’t get as much scrutiny as if you were walking through a high crime area at 2:00 a.m. (Yes these are extreme examples, but I’m trying to illustrate a point.)
In the end, know the law IN YOUR JURISDICTION. Only then can you make an informed decision about your sgian. Just remember that if it is unlawful in your area, then you are depending upon the discretion of an officer that you have not yet met.