No, there is no such thing as an orange slope.
In North America the ratings are: a green circle (beginner, if you go too fast here you can get a talking to from a patroller or if this is not your first time you can get your pass taken away), a blue square (these are intermediate runs, they can have moguls (small bumps on the snow) or be a good cruising run (good for going a little faster or to practice your carving) you don't want to be a beginner on this kind of run), a black diamond (a hard run, this is where you really start to need to be a good skier, you have to know what you are doing, you have to have good technique, and be very aware of everything around you) and a double black diamond (experts only please, to be able to ski these runs skiing has to be a second nature to you and I highly recommend for a first double black you are with an instructor or patroller, don't let your friends "talk you into it")
In Europe all runs are signified by a circle, green (same as a green circle), blue (same as a blue square), red (same as a black diamond), and black (same as a double black diamond). That said, in Europe the runs tend to be easier than their North American counterpart with the exception of the black, it can be as easy as a North American black or as hard as a double black or harder. Also in Europe, runs are referred to as pistes. All over the world you will rarely hear some one saying, "I just skied an amazing blue square run." You will hear them say, "I just skied an amazing blue run." People almost never refer to the shape, just the color, green, blue, black, double black, or green, blue, red, black.
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