Barley Twist
I may be wrong, but I think you are referring to a Barley Twist? You see this often on furniture legs, usuually in a closed form, meaning the twist is simply figured on the surface of the stock, or as an open twist, meaning the strands of the twist are carved completely through. I attached a photo with an example of an open twist. (NO...I did not turn these. They were from a catalog unfortunately.) Twists are often referred to by the number of strands they have. Usually double or triple.
Anyway....if that is what you are thinking of, I have only seen directions for these that involves turning the basic shape as a spindle, then hand carving the twists, or using a router mounted on the lathe to carve the shapes, but the lathe is not turned on while you do it. The lathe is just used as a carving bench with the piece mounted between centers. An enterprising person could make up a paired motor system that would advance a track mounted router moving from left to right while the second motor turned the lathe very slowly, but by the time you designed and built that rig I suspect you could have hand carved a herd of them, or bought an ornamental lathe.
I am almost certain I have a book at home describing how these are made, but I won't be back there for a while to look it up. Hopefully the term Barley Twist (if that is actually what you are thinking of) will help you located directions.
Is this the kind of thing you are referring to?
Dave