Tightening thread while making lace is very important. If you don't tighten the threads enough, you can be left with little loops in the finished lace, which looks ugly. There is a short description of tightening thread on How to make lace, but this page goes into more detail.
You do not have to use all these techniques! Try them out, and see which you prefer.
How often (and how) you tighten threads is up to you. It takes time, and slows you down. But if you do not tighten them enough, the final lace will not look so good. Some bits of lace can be ignored while others need careful attention. Watch out for footsides! Not only do they need care as the threads change direction, but the human eye tends to notice irregularities at the edge far more than in the middle of a piece of lace. Headsides tend to be frilly anyway, but a nice straight footside with a little loop in the middle leaps out at you.
Another way to work lace stitches
The most usual way to make lace involving keeping nearly all bobbins on the pillow, and merely lifting a single bobbin, or one in each hand. However, another way, perhaps more old fashioned, is to keep a pair of bobbins in each hand. The pair is twisted by manipulating your fingers, while the threads are crossed by swapping the relevant bobbins from each hand. Normally, I suspect that this will be slower than keeping the bobbins on the pillow and only picking up single bobbins. However, if you are plaiting the same two pairs over and over again, to make a braid, bride or leg, then keeping the pairs in your hand can speed working up. Such braids need careful and continual tightening, either by pulling the two pairs apart, or pulling each bobbin down in turn. Both these tightening methods can be done very quickly if you are already holding the bobbins. (If not, you have to pick them up first, and put them done afterwards, which takes time.)
Usually, you tighten as much as you can (apart from being careful about pulling out pins or breaking threads). The threads above the pin should be in a straight line to the pin above, and so on. However, in some places, this is not so, and you need to be careful not to over-tighten.
For example, when you work cloth stitch, such as in diamonds, the passives hang straight down, and can be tightened strongly. But when you work a headside fan, the outer passives must bend outwards slightly, to fill in the curve. If they don't, then you just have a triangle with an odd edge! You do this by encouraging these outer passives to lie outwards for the first half of the fan. But don't over-tighten for the second half of the fan.
Another place where you have to be careful with tightening, is when you're working a tally. The two outer threads shape the tally. But if you tug the worker thread too much, the whole tally goes out of shape.
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