The key to a tiny greenhouse is salvaged materials. Many creative builders across the web have demonstrated what a few discarded windows can give you. Whenever I see windows at yard sales I scoop them up because even if you aren't going to build a tiny greenhouse, you could certainly use the windows for a simple removable cold frame.
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Thoughtful placement is also a very important aspect to the tiny greenhouse. Maximize your passive heating and energy by locating the windows to the south, where the most direct sunlight will help warm up the greenhouse.