When you change colours, do not cut the yarn, just leave it hanging, then every time you come back to that side simply twist it around the yarn you are working with as you move up your knitting. Wehn you want to change colours again, simply drop the yarn you are using and pick up the one you have been twisting up the side.
The twisting serves to tuck the unused yarn neatly into the piece and keep it out of the way.
Make sure to not twist too tightly as this can bunch up the side of your knitting, however you don't want to leave it to loose as this can look messy and leave loops that can catch on things (like babies fingers).
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