The layer’s parameters:
Fill 0% on the layers.
Blending Options>Outer Glow
Blending Options>Bevel and Emboss
Blending Options>Gradient Overlay
Gradient’s parameters: 

Make three copies of the last made layer and choose
Free Transform option to turn the copies over if necessary and place the copies the way it is demonstrated below.

The parameters for the orange element:
Blending Options-Outer Glow