Pins are a very important part of a lacemaker's kit. You need a lot of them! They should have small heads, because you need to fit them close together.
Pins shape the lace, by following the pattern, and holding the threads apart. When you make lace, you have to tighten the threads to produce a smart result. The tightening is done by pulling the threads, one way or another, and if you didn't have pins, then the threads would pull together into a knot.
Before starting the lace, you prick the pattern. This means making small holes in the pattern wherever the pins will need to go. Ideally, these holes should be smaller than the pins will make, so the pins don't wobble in them after they've been put in. Some people think you need very good eye-sight to make lace, because the threadwork looks so delicate and intricate. In fact, most of the thread work is done with bobbins - very easy to see! The fiddly bit is putting the pins in, and even here, you have an existing hole to find, and hopefully can 'feel' for it. (The real problem is when things go wrong, and you have to start undoing lace! But that's a separate problem.)
When you put in a pin, the most important thing is to make sure that all work is done above the pin, that you get the pin between the right threads (usually between two pairs) and that the pin goes in the right place - into the already pricked hole. The pin should usually be upright, because you need to put a lot of pins in a small area, and if they're leaning in different directions, they will get in each other's way. However, the threads tend to pull the pins downwards, so you may prefer leaning the pins very slightly upwards, to resist them being pulled out when you tug the threads to tighten them. Similarly, at the edge of lace, pairs of threads often change direction, so leaning the pins away from the lace helps keeping the pins from being pulled out. But it should only be a slight lean in both cases, or pins will start getting in each other's way.
Pins normally get pushed in far enough to stay stuck, and no further. If pushed in up to their heads, then the threads can jump over them, and get in the wrong places. There are times when pins should be pushed in up to their heads, though. When you work a mat or an edge right round to meet itself, then the end of the lace must match up exactly to the beginning. The best way to do this is to leave the starter pins (I suggest two rows) while working the entire lace. This keeps the start in exactly the right place, and so it can be matched up to the end, and the end threads tied into the starting loops. However, when you turn the pillow to make the mat or edging, you will find that the threads will start snagging on these pins. So you will need to push them right up to their heads to get them out of the way.
Pins must be left in for a bit while working the lace, as a tug to the threads not only puts pressure on the current row of stitches, but also for several rows back. However, you will need to take pins out from the back to use again at the front sooner or later, because otherwise you will run out of pins. Also, if you use a roller pillow, the pins start snagging on the roller unit. Taking pins out too early matters, leaving pins in too long doesn't, so I tend to leave a lot in. However, taking pins out and seeing your worked lace for the first time coming out of the back of your pillow is one of the best bits of making lace.
As I have said, normally you work a stitch, then a pin is put in between the two pairs involved in the stitch. Sometimes another stitch is worked using the same two pairs, on top of the pin. This is called 'covering the pin'. Torchon ground covers the pin. Bucks Point ground does not - the stitch just rests on top of the pin.
Sometimes no pin is used in a stitch. Solid areas, such as diamonds, only have pins at the edge of each row, where a pair leaves or enters, and the workers have to change direction. The rest of the time, you just work stitches without pins. There are a lot of stitches close together and there wouldn't be room for pins. Also, putting in a pin takes time, so leaving them out makes working the lace quicker. And a pin would leave a small hole in the final lace, which you might not want. This idea (of not using pins) can be extended. I think most modern lacemakers would put pins while working ground or net, yet old patterns show that lacemakers use to sometimes work these without pins. As long as the the threads come from pins at the start and go to pins at the end, they will straighten up in the middle without pins, and it does make working the ground a lot quicker. Still, you need pins to tighten against, and I do prefer to get the ground straight while I'm working it, not afterwards!
There are places where you put a pin in after doing a stitch, but don't put the pin between the two pairs, but to one side. The most obvious example is footsides. When you do the stitch at the very edge, the pin goes inside both pairs. If you look at a diagram of a footside, you can work out why. Pins are there to stop threads moving where they shouldn't, especially when being tightened. For this particularly footside stitch, one pair starts at the edge of the lace and then moves inwards. The other goes to the edge and stays there. If you tug these pairs, they will both want to move inwards, slightly. So the pin must be put in the place to stop this, and that place is on the lace side of both pairs.
Standard lace stitches usually tell you where to put the pin (if any), so you just follow instructions. However, if you are designing your own lace, or want to play around with existing designs, then you may need to think about where to put pins. When you have worker pairs, then usually the same pair does the last stitch of one row, and the next stitch of the next. However, it is possible to swap over the worker pair and the last passive at the pin. If you do this, then you will need to think about how the threads will get pulled. It may be necessary to put the pin on one side of them both, rather than between the pairs as usual. See description of twisted fan headside.
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