I learn it looking at pictures basically, its hard for me explain in detail this kind of things in english, but if you look at the lame example i made yo can see clearly how the shadow on the streetlights cant be in that direction for example.
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But of course its really hard to do it 100% right, it depend on other factors aswell, like the differnt intensity on the multiple lights, distance etc.
For example the light in the streetlight its strong enough to made a shadow under the bank? or the light coming from the sky is strong enough to erase that shadow? Hope is understandable XD.