The results of full-scale experiments on models of a smart window with a double-grating optical filter are presented. Such a filter has an angular-selective direct light transmission due to two thin-film gratings with transmissive and non-transmissive (absorptive, reflective, scattering, or chromogenic) parallel strips. The gratings are angled to match the solar path relative to the window to optimize the daylight and solar heat gain without the use of shading/redirection devices. Due to the strip widths, relative positions, and slope angles of both gratings, calculated to minimize transmission at a preset time, such a smart window self-adapts to daily and seasonal changes in the position of the Sun. Diffused radiation passes through the transmissive strips of both gratings, increasing the daylight and thermal comfort indoors. Experimental data for the four hottest months confirmed the results of numerical simulation based on a previously developed method for calculating the temporal characteristics of the directional light transmission of filters. The minimum transmittance was achieved at a preset time on June 15, for which all geometric parameters of the filters were calculated; on July 15, August 15, and September 15, the light transmission consistently increased, indicating good seasonal adaptation. Conclusions regarding the selection and optimization of the strip widths of the gratings, as well as the processing of experimental data, were obtained.