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If you own an Olympus camera, you can use the "Live Composite" setting in the camera to take some great light trail photos. And even watch the imagine being created.
Very true about the in camera double exposure information.
Well done in camera double exposure. I know my Nikon D5100 can do up to 3 exposures in 30 seconds. The only time I have done such double exposres, was when I pushed the wrong button on my camera by mistake :-)