Canadian soldiers usually wore parade weights with their batteldress trousers when on parade, but not in battle.

  Click to enlarge photo.

These could either be bought or made. Shown above are a home made set obtained from a Canadian Senior NCO  named Pat Smith (WWII veteran & post-war Militia).

Lieutenant A. H. Stevens (my father) made his own parade weights with string and lead. The heavy weights (about 1" long x 1/2" x 1/8" as I recall) were crimped onto the string at about 1 inch intervals. I shall post a scan of them next time I dig them out from storage.

I also have a pair of fancy weights which were given to me by Lieutenant Peter Insole of 1 Canadian Parachute Battalion. They are similar to those in the above photo, but are professionally made, and each one has a snap fastener! 

Why a snap fastener? You would know why after once putting on your trousers, then lacing your boots up and wrapping on your puttees (or putting on your gaiters), and then realizing that you had forgotten to put your weights on first - especially if you were late for parade! With the snap-on type, even if your puttees are done up, you simply drop your pants, snap the weights on around your leg, and pull up your pants.

If your weights do not open and close (and most of them do not), then you MUST remember to put them on BEFORE you put on your gaiters or puttees. In the early 1970s when we were still being issued battledress, I found that by sitting down, and sliding the parade weights up over my knees to rest on my now horizontal thighs (one per leg of course), that I could then do my puttees or gaiters and boots. When had finished, I simply stood up, jiggled a little bit, and was all set for parade!

You can make your own parade weights. 

Some soldiers I was told made their weights out of expended or pulled 9mm bullets (the jacketed lead part!), possibly by drilling holes and then stringing them. The basic idea is to have them flexible so that they can form a round circle, and also to have the weight evenly distributed. They should also be silent. It they rattled on parade, the Sgt. Major would notice - and you DON'T want him to notice you!

DO make sure that your putters or gaiters are done up snugly! It is most embarrassing to be marching along and trailing a puttee slowly unravelling, or to have parade weights slip down around your heels.

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