Hold a "Starter Triangle Stitch" as shown below...

Take one strand and place it OVER the strand next to it. (As the BLUE goes over the GREEN).

...like so...

Now take the strand that was just covered above over the first strand towards the third strand.

(The GREEN goes OVER the BLUE and lies atop the RED).

The third strand goes over the second strand, then under the first strand. (The RED goes OVER the GREEN, then UNDER the BLUE).

Take a look at this loose stitch, before you tighten it...

Pull them tight and note the proper triangle that is created. Let's do another stitch...

One strand OVER the strand next to it. (GREEN going OVER the BLUE).

The covered strand goes OVER the first strand and sits atop the third strand. (The BLUE goes OVER the GREEN and sits ATOP the RED).

Finally, the last strand goes OVER the second strand... ...and then UNDER the first strand. (The RED goes OVER the BLUE, then UNDER the GREEN).

Before pulling them tight, here's a shot of a loose stitch...

...and pulled tight, we get yet another Triangle Stitch!