well I used some 1 x 1 bricks withe the stud on the side and a hole on the opposite side. to those you attach a normal 1 x 1 and it is equal to two bricks sideways.
If this explanation was hard to understand and it is,
here are some helping pics.
http://www.brickshelf.com/gallery/caesar2164/Castle/ArrowLoop/arrow_loop_detail.jpg
http://www.brickshelf.com/gallery/caesar2164/Castle/ArrowLoop/arrow_loop_detail_front.jpg
If you guys still don't get it then open up the Ldraw...
I would have shown you guys some pictures but,
1. I didn't have pictures.
2. I only have black extra pieces and the pictures would look horrible
so LDraw it is
And yes I have built it and it does work,
Each slope is attached to the 3 thick wall by two studs in the middle row of studs of the wall.
hope it now makes more sense...