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After some reading I was convinced that I have three options:

  1. The best: connect A and B lines to a twisted pair, signal ground (SG) line to therd wire in the cable (or to a second twisted pair) and connect cable shield to protection ground (PG) only at one side (important!!!) of the network.
  2. If there is no sheld: I should connect A and B to a twisted pair and SG to therd wire.
  3. If there is no third wire: I should connect A and B to a twisted pair and SG to shiled on either sides.

I'd avoid using earth as third wire (Signal Ground) or skipping SG connection.

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Is there anything I left behind?

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    \$\begingroup\$ This is a system design decision, you must see the communication line in the system context. Otherwise you will be very surprised with special effects like destroyed laptops. \$\endgroup\$ – Gregory Kornblum Mar 19 '18 at 12:54
  • \$\begingroup\$ Take a look at Art of Electronics - this gets some coverage there \$\endgroup\$ – Dirk Bruere Mar 20 '18 at 10:23
  • \$\begingroup\$ Connecting the shield to signal ground kind of defeats the purpose of having a signal ground in the first place. The shield can always be connected to some "dirty" ground like case or supply. Apart from that, the way you describe 1) is the de facto standard way to wire RS-485. \$\endgroup\$ – Lundin Apr 24 '18 at 8:50
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This is a huge topic and one can not give an answer without knowing more about the system setup and the noise sources.

In general: Twisting the cables is good against inductive coupling (of magnetic field), whereas shielding the cables is good against electric coupling (of electric field).

But this holds only true if the system is designed in a way that the shielded currents can not harm the signal link.

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