I've made them and it's not as easy as you might think. First issue, if not securely bound the arrow will fly right through your cloth and a ball of flaming solvent will fall at your feet. Second issue, the wind speed will extinguish the fire like blowing out a tiki torch. Last issue, the end of the arrow is on fire which make shooting it a dangerous challenge.
The one I made was out of a boo shaft, so I did a four way split at the end taking care of issue number one. To keep it from going out, I made the core from 6 sparklers wrapped in gauze that had been soaked in a mix of sugar and potassium nitrite dissolved in water and allowed to dry. This is basically how cannon fuse is made. The outer wrapping was cotton cloth with thin wire wrapping to keep it together. I soaked it in lamp oil so it didn't go "whooosh" but had a more controlled ignition. Lastly, you'll want to wear a grill glove on your bow hand. Come to full draw and have a buddy light it. I left one of my sparklers sticking out a few inches so I had a second to gain my composure before total ignition. This arrow will burn for several minutes, so hit what you're aiming at or be ready to put out the fire now engulfing your unintended target. Bring an extinguisher just to be safe.
It's always a good idea to test things ahead of time with out a crowd around. There were several good tutorials out there. My arrow was a mix of some of the better designs.
