Yes, we talk about hairy! Depending on what doll you are making there are very interesting ways to make doll hair.
Next to the face and clothing the hair is the main attraction to the doll. That is why you need to be diligent to choose the right technique.
Before you start you need to determine how far the hairline is away from the eyes, ears and neck. May be it is best to mark those outlines in advance?
The easiest way to make hair is to take a skein of yarn, line the threads up perfectly parallel and run it through the sewing machine. That stitch-line makes the part. Now sew it to the head, preferably lining the part up with the vertical middle of the head, way on top, so you might be able to hang some bangs down. Than give it a haircut, make braids, or make any hairdo you want. The disadvantage is that you have no good way to tack it to the head other than on the part or the end of the braids.
Another way: You can create the hair yarn/ thread by sewing it with a tapestry needle using blanket stitch, which is tacked and cut all around the hairline and all over the head. it takes forever and a day, but looks really nice.
May be you prefer a curly hairdo?
You can crochet the curls in any length making loops: Chain stitch at desired length and than single or double crochet along tightly, so they twirl.
Or French knot them: Take a thick tapestry needle , wind the yarn around multiple time (how many depends on you), than pull the thread tight and tack to the skull of doll. You will have tight little rings.
Or take cotton thread of desired color and chain 10 chains, fasten on head. Do this all over skull and you have ringlets like an afro.
You can hook the single strands into your crochet fabric. That works great when you use embroidery floss. Mix up the different tones you have available, because that way the hair looks natural.
In the past I took a piece of linen canvas, pulled out threads in the woven direction up and down ( woof and weave), so I have kind of like a fine grit (it will look like a latch hook canvas, just finer). I outlined my hair shape. Than with a small latch hook tool (or crochet hook) I hooked thread for hair into the grit. I hand sewed the canvas to the head in the appropriate shape. After it is sewed on , I give the perfect haircut. This method is great, if you make collectible dolls, where you can use very thin thread or single strand embroidery floss for hair. But this method is too tedious in my old age.
Always try to match the style of the doll with the yarn/ thread of the hair. In other words: before you tediously make the hair do, envision the result. I made many weird looking creations and all it was is that the yarn/thread I used was not a good match to the style or face. If in doubt take a little crochet patch and do a few strands with the thread you have in mind on that. Than hold it to the face and see the over all look BEFORE you put it on the head. No sense in embroidering a great looking face and than find out the long process of applying the hair defeats the look.
I am sure there are other ways to make great hair and I would like to hear how you are doing it.
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