This method probably isn't NEW but i found it THE most effective way to train your bird to sit on your finger!.
OK so you will need two sticks.(like something they give you when you first buy your cage) and a wing clipped cockatiel! if your cockatiel isn't wing clipped or your not wanting to clip his or her wings this might not be the best training method for you. but if u do KEEP reading!
Ok STEP 1: Your bird is in its cage! open the door to the cage and let it come out!
STEP 2: once the bird is out and is slightly relaxed get one of the sticks and hold it near its lower chest area. (the reason why your using sticks is because the untame bird will be more scared of your finger at first..) once the stick is in position say the words "step up"
STEP 3: if the bird simple steps on to the stick EXCELLENT if it doesn't simple rub the stick on its chest area (softly) and you will find the bird will step on to the stick.. Keep talking to the bird quietly through out this whole process!.
STEP 4: get the second stick and repeat Step 2 &3 until your cockatiel is stepping up on your command and ISNT biting the stick. take you time.. do this exercise for about 5 mins every hour or so during a day. by the second day try and replace the sticks for your fingers (yes he will nibble at your finger to start with.. just take it!)
NOTE: as Birds don't have arms they use the beaks to grab and lift sometimes.. so don't be surprised if your cockatiel bites ur finger just so he or she can lift itself up so he or she can get their feet to your finger if they do this DO NOT pull away because u think they are biting you! it will only confuse and scare them!
Please let me know if this has helped your bird!