I have a number of capes, cloaks and variations on same, ranging from embroidered silk through velvet, light and heavy wools, I even had a red ridinghood, or reedencote with liripipe hood, but the mice got that some time ago now.
They are fairly easy to make if you have the space to lay out the cloth and there are a fair few patterns around now, for costume and historical re-enactment.
We d not get severe weather here though, so it is possible to wear a complete circle cloak which would not be of much help in high winds, it would just fly with the wind.
The colder and windier the weather the more tailored a garment you need.
Actually, now I think about it our own dear Steve Ashton sent me a pattern for one - some years ago now.
The main thing is to get the shoulders and upper body right, so it is large enough and the lower parts fall correctly, not pressing against your legs front or back. It should hang rather like a bell and you should be able to firstly keep it closed and secondly walk about in its shelter.

Anne the Pleater