disclaimer first post and I only got my arduino this week and have yet to write my first schetch but...
with the fade example you sort of started out with
byte ledPin_A = 11; // LED connected to pwm pin 11
byte ledPin_B = 10; // LED connected to pwm pin 10
byte swap = 0; // swap
byte value = 255 ;
void setup() { // run once, when the sketch starts
pinMode(ledPin_A, OUTPUT); // sets the digital pin as output
pinMode(ledPin_B, OUTPUT); // sets the digital pin as output
}
void loop() { // run over and over again
swap = ledPin_A; ledPin_A = ledPin_B; ledPin_B = swap; // exchange pins
for (value = 255 ; value ; value-=1){ // ends after value is zero
analogWrite(ledPin_A, 255-value); // fade in (from min to max)
analogWrite(ledPin_B, value); // fade out (from max to min)
delay(15); // time delay between each pwm step
}
}