Yeahh I do the same even though I do have the plastic markers, it’s just so convenient and fast to use thread compared to keep on moving a marker
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I’m totally with ya! 
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I’ve had too many times where the thread / yarn came out …
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Yes, like every 10 rows or something. My daughter gave me this one with beads and other pretties that would work for that. Otherwise I get it tangled.
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Progress keepers don’t really work for amigurumi ;-; you need to mark either the first or last stitch of the round.
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Happened to me a lot as well with small pieces, but with a bit longer pieces it works great for me 
(might also be because I make pretty tight stitch)
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That’s why I have different colored yarns tied on. The red one shows the first row of the repeats, the brown one shows where to inc or dec. The plain one is the normal beginning / ending stitch.
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I crocheted a little hook case that had a flap for stitch markers. Helped so much with not loosing them. Now all my hooks have a place to go when they aren’t being used for a WIP and all my stitch markers can be attached until needed for something.
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I don’t really know how tonuse stich markers 
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