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Should be a straightforward job if the wall is sturdy, just have to choose a relevant fixing, simpliest would be thunderbolts or standard screws and plugs, I have never had much luck with shield anchors, but have with resin filled capsules. all depends on how strong it needs to be, but i'm sure others will be along to give better advice!
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I put up a fence using basically that construction except that I mounted posts to our side of the wall and then screwed additional posts to the side of those so that they sat on top of the wall. That way I could mount the fence panels on top of the wall. Some random thoughts:
I used thunderbolts and counterbored holes for the heads with a washer under them. My thinking was to avoid any expanding fittings that might crack the bricks. I kept the bottom of the posts off the ground to avoid rot and then bolted them to the wall as low as possible and also into the second course of bricks from the top of the wall(my logic being that I didn't want too much wind loading being applied to the very top course). I aimed for the middle of the brick in all cases, adjusting by one course (never to the top course though) if the usual location would put me at a mortar joint.
By far the most time-consuming part of the job was carving or shimming the posts that were bolted to the side of the wall to account for the fact that the wall was not plumb or smooth. There may be quicker ways of getting the posts all vertical and aligned with each other, or it may not be necessary if your wall is better than mine was.
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When I did ours I went into the top of the wall to save some space. I used posts with threaded bolt already mounted in the base although this was just convenient as it's easy enough to fix threaded rod into posts.
Drilled the holes, swept and hoovered then used epoxy cement in a tube to fix the bolt into the wall. I put a rubber electrical back box grommet on the rod before fixing it so that there's some movement in the post.
They have been in place for a few years now.
Sorry to cut across the unanswered question above, but how feasible is erecting a wall-topper trellis for the DIYer with basic woodworking (well.. boatbuilding) skills? Would be trying to add around 30-50cm of net projection above a very solid and square 1.5m high brick wall, roughly 4 m in length. I like the idea of mounting it on sticks fastened to our side of the wall per the picture below: