How old are they? I have read where some people think a 4 week old chick is feathered out and did not realize that fluff and feather tips is not fully feathered.
If they are not completely feathered out they can't regulated their own body temps. If you have frost on the ground I would give them heat. I hatch through late fall. My chicks get heat nearly a full 12 weeks in cold weather. My big orpingtons need it even at that age when the temps are cold.
They will tell you by their behavior if they are chilled.