Several orange lights flying separately and in triangular formation, accompanied by a loud roaring noiseWe were all inside (2 adults, 3 kids) watching TV after dinner. My husband went outside to smoke a cigarette, and while he was outside there was a loud roaring noise that came from outside the house. It sounded like a huge snow plow pushing ice off the road, but the roads are clear. My husband banged on the window for me to come outside, saying there were strange lights in the sky. I went out onto the front porch, facing East, and saw at least 4 rapidly moving lights in the sky. Our children joined us outside as well.The lights were moving from West to East, and were orange. The lights were larger than the stars but smaller than the moon, and they moved very fast, crossing from the West horizon to the East horizon before turning around again in less than ten seconds. We live in a mountainous area, in a valley which makes our view somewhat restricted, but in the sky that we see the lights were crossing from one end to the other much faster than planes fly overhead, and there were no clouds blocking our view. It was incredibly cold and clear.When we first saw the lights, there were four and they were flying separate from each other. Two of the lights moved towards each other and at first seemed to merge and become one slightly larger light before separating again and then appearing to zigzag around each other like they were tracing a double helix. When the lights were separate, they appeared to blink, but when they came together they stayed solid. At one point, a third light joined the first two lights, and then all three formed a triangular formation and flew in that pattern for about 20 seconds. Again, while flying together, they stayed solid and did not blink. The lights then broke away from each other and made hairpin turns very quickly and moved back towards the West. As they moved West, they were again blinking and flying in zigzags around each other. There was a fourth light at this time, that appeared to follow the first three. This light looked like it was actually 4 smaller lights closely together in! a cube formation, and these appeared to be green. The small green cube followed more slowly behind the first three, and they all moved towards the Western horizon. The whole time these lights were moving, there was a loud roaring coming from the sky that was loud enough to shake the windows in the house, and the closer the lights got to the horizon the softer the roaring was until the lights and the noise stopped.We all went back inside, and about 10 minutes later, we heard the roaring start again, so we ran back out onto the porch looking back towards the west, which is towards the back of our house looking towards the treeline. The roaring continued for about a minute, then abruptly stopped for about 30 seconds, started again for about a minute then abruptly stopped again, repeating this pattern several times. While we heard the roaring, we could see lights moving over the horizon towards the West, but they were blocked by the trees so we couldn't see if they were in a formation or be sure of how many there were. This episode lasted for about 3 minutes before the roaring stopped abruptly one final time and did not begin again.