I think I may be able to offer further clarification to EDDIE51's answer.
To start with, the petroleum product known as heating oil in the USA, has been called red diesel in the rest of world for many years. Therefore, it would have been a bit easier if we knew for certain where you lived wilster99.
Anyhow, since 2002 in the EU, all countries have had to add what is termed a "Euromarker" dye called Solvent Yellow 124 to what is popularly known as red diesel in the UK. Red Diesel is coloured with a dye called Solvent Red 24.
The important thing to realise here is that regardless of whether the low-tax diesel is dyed red (as in the UK) or not (as in certain other EU Countries), it must have Solvent Yellow 124 added. Furthermore, whatever the colour of the visible dye permitted by local Customs and Excise, it must not interfere with the detection of Solvent Yellow 124 in the fuel.
Solvent Yellow 124 turns a bright scarlet colour at an acidic pH, allowing relatively simple detection when the origin of the fuel is in question. The preferred method is solvent extraction using hydrochloric acid and there are portable automated detection systems available for use in the field.
In cases where red diesel has been mixed with legitimate diesel, it's possible to perform a quantatative analysis on the amount of Solvent Yellow 124 in the mixed fuel to give a ratio of one to the other as the quantity of Solvent Yellow 124 per litre of red diesel is standardised throughout the EU. The higher the proportion of red diesel in the fuel mixture, the stiffer the penalty.
So wilster99, we're left with the question of under what circumstances is your heating oil changing from yellow to red? What are you doing to it?