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At what age do you turn off heat lamp? - Page 6
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It is at about 6 weeks once FULLY feathered. Leave the light available but in a way that the chicks can get away from it when they need to and you'll see them wean themselves off of the light. Just don't take the light away until they are fully feathered though since if you do and they catch a chill they won't be able to warm up.
Are they fully feathered? If so, then they are ready. Just make sure you slowly introduce them to cooler temps instead of just going straight from warmth of the lamp to such chilly temperatures. That way they can acclimate themselves to the 40 degree weather.