This is just a decorative variation of the chevron stitch family. You need to know the chevron stitch to be able to continue with this tutorial. 

threaded_chevron_stitch_1    threaded_chevron_stitch_2
Fig 1: First, stitch a row of chevron stitch.    Fig 2: Bring out a contrasted threaded needle from the left end of the chevron stitch row. Pass the needle in and out of the diagonal stitches, as shown.
threaded_chevron_stitch_3   Fig 3: A finished portion of this stitch looks like this.