There's no automatic way to create cutting line arrow heads. So, you are probably best working manually. The best way to do this is to use poly lines and change the line width between pick points. Start with a width of 0 for the point of the arrow and then change the width to say 10 or 20 (depends on scale) and then pick the point at the base of the arrow head. Set width back to 0 and pick the base of the arrow head a second time then continue with your line. Use this process in reverse when you reach the arrow head at the other end.