[Samurai Shodown Anthology Emulation]

[Black Shroud]

There, I talk in terms of emulation SS6 which is included in Anthology, since you can emulate all other included games on either MAME, Kawaks, or 2DF/GGPO
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You will need:

-PCSX2 version (the exe file of emulator itself) 599. This is one of PCSX2 revisions that emulates SS6 backgrounds normally, without glitches.
-Video plugin "GSdx" revision 890 or higher (I use 896 right now)
-Sound plugin "P.E.Op.S. SPU2" or "SPU2-X", latest revision you can get. I use "P.E.Op.S. SPU2" because it emulates sound right in most fighting games during the process of fight, but it can have problems during emulation of sound in FMV videos. But then, the only FMV videos Samurai Shodown Anthology has, are SSA intro and few SS6 menu videos (SSA ad, etc), you can watch them on youtube or wherever else.
-Controls plugin "SSSPSX PAD Plugin Pressure Mod", version 1.7.0 or later. I recommend it because its the best choise to config controls for two players. It doesnt emulates analog stick, but SS games dont use it.

After you got all this, lets config.
1)Start the PCSX2 exe file
2)Go to Config->Configure and select plugins needed from plugin lists. You should Set Plugins Directory and Set Bios Directory before that, if you havent. Of course you need to have some bios as well.
3)Configure video plugin as:
-Resolution: Windowed
-Renderer: Direct3D9 (Hardware)
-Shader: Pixel Shader 3.0 <-- use others if your video card doesnt supports 3.0
-Interlacing (F5): Blend bff <-- you can switch those during game by pressing F5 to experiment which works better
-Aspect Ratio (F6): Stretch
-D3D internal res: ---> Numbers depend on game's internal resoluton, which in turn depends on what video output you will select, PAL or NTSC
(at least in European version of Samurai Shodown Anthology it lets you choose soon after you loaded the game in emulator). I recommend to always setting to NTSC, which runs at 60 Hz will make game's internal resolution 640x448 (so you can config video plugin with [640][448] or [1280][896] or [1920][1344] etc..). For PAL it shows internal resolution as 640x512 but its wrong, and I cannot determine right one.
-Logarithmic Z ON [V], all other boxes OFF [_].
-If video plugin has Filtration GRAY option, use it as well
4)Congfigure sound plugin. Theres not too much to configure, I use P.E.Op.S. with Volume: 2; Reverb: 0; Interpolation: 2; and all boxes OFF [_]
5)Configure controls. How - thats entirely to you. You can change button functions from one button to another later in game options anyway.
6)Go to Config->CPU. Mark all boxes [V], and select Frame Limiting: Normal if you want all frames to be draws (slow). If you want game to be faster, select VU Skip with [60][9999][2][1] parameters
7)Go to Config->Gamefixes. All of them must be OFF [_] (They are off by default, but check just in case)
8)Go to Config->Speed Hacks. I use x2 Cycle Rate and WaitCycles Sync Hack, but you can experiment here yourself, because some of these can make emulator crash on SSA's FMV intro if you wont skip it really fast.
If by chance you use one of recent versions of PCSX2, martk INTC ON
9)Go to Config->Advanced
-EE Round Mode: Positive
-EE Clamp Mode: None
-EE Flush to Zero: ON [V]
-EE Denormals are Zero: ON [V]
-VU Round Mode: Positive
-VU Clamp Mode: None
-VU Flush to Zero: ON [V]
-VU Denormals are Zero: ON [V]

After you configured, go to Run->Execute and select image of Samurai Shodown Anthology.
While it loads, at some point it will attempt to show you SSA Intro FMV, I recommend to skip it really fast because sometimes it can crash the emulator. Just mash Start and other buttons to skip it.
After you get to Samurai Shodown Anthology menu, go right to Samurai Shodown 6, because all other stuff in menu is for SS1-SS5 games, and they wont be emulated perfectly on this configuration I just wrote (they would need to reconfigure emulator for themselves, and no point in doing that because their arcade versions can be perfectly emulated outside of PS2 on your PC.

[Black Shroud]

SS6 arcade version (on Atomiswave) now is emulated correctly in Demul 0.57 (in sense that graphic glitches are no longer present)
You can grab the release here http://demul.emulation64.com/
For me, DXv3 video plugin works a bit faster than DXLegacy, and disabling sound helps too, but overall I would desire more speed or at least a frameskip option. Emulator has a netplay option but dunno how it will work out if I get below 40 fps