> I do not want to live in a cave

You don't have to though. I am pretty sure that most of the European population until at least the 17th century did not have glass windows, and neither did the far-eastern cultures, which used paper instead - yet at the same time they did not live in caves.

> I want sunlight. I also want to be protected from cold, wind and rain.

If the windows are fully opaque just open them when you want sunlight - having sunlight while it is cold, windy, and raining is not that common after all.