Making main window transparent

What I want to do is force the main frame window background color to be completely transparent.

The only very first method I've found so far is the SetTransparent(wxByte alpha)function. However, this seems to be setting the transparency for the children controls as well - and I don't want that.

I've been trying multiple ways to achieve that, none worked though. Also, most questions regarding this seem to be outdated. Is there any working method (for Windows) which will allow me to set the full transparency for the main frame window?