I found two names for this stitch, either Portuguese Border Stitch or Portuguese Braid Stitch. Either way, it begins the same way with a row of parallel straight stitches that act as a foundation.
Once you have your foundation stitches in place, begin by bringing your needle up in the center under the lowest straight stitch or rung. Slide your needle under the second and first rung. (Don't pierce the fabric, just slide the needle underneath.)
Slide your needle under the second and first rung.