Here's a link to a tutorial from the Wonder How To site for creating a Peruvian macrame bracelet. What this guy covers is how to do diagonal double half hitch knots. At the end of this video this brave soul uses a cigarette lighter to singe the ends of the cords - me, I'd use either a Perfect End thread burner singeing tool available here
or a lit stick of incense (not a cone of incense) to finish off the edges of nylon cords. Don't try this with silk cords or cotton DMC floss because those cords won't melt like the nylon ones do.