SqlTransaction skipping query instead of rollback

Question

To manage our database changes I'm writing a simple C# program which will loop over an XML file and apply different statements.

XML example:

<root>
<update>
    <statement>{{query}}</statement>
    <statement>{{query}}</statement>
</update>
<update>
    <statement>{{query}}</statement>
</update>
</root>

I am trying to give the user the option to:

1. Skip statement
2. Skip update
3. Rollback completely
4. Commit and stop

The problem I'm facing is that whenever 1 query fails, the whole transaction is being rollbacked. I want to handle this myself. Is this possible?

My code

transaction.Save(String.Format("{0}", executedUpdates));
Actions? action = null;

foreach (XmlNode statement in update.ChildNodes)
{
    if (action != null && action.HasValue && action.Value == Actions.Skip_Update) break;

    using (SqlCommand cmd = new SqlCommand(statement.InnerText, connection, transaction))
    {
        try
        {
            cmd.ExecuteNonQuery();
        } catch (Exception e)
        {
            // Transaction already rollbacked

            // Get input what to do with error
            action = await Executor.HandleError();
            // Handle 
            switch (action)
            {
                case Actions.Skip_Statement:
                    // Carry on with next statement
                    break;
                case Actions.Skip_Update:
                    // Rollback to before this batch
                    transaction.Rollback(String.Format("{0}", executedUpdates));
                    break;
                case Actions.Commit_And_Stop:
                    // Commit and stop
                    transaction.Commit();
                    return true;
                case Actions.Rollback:
                    // Rollback and stop
                    transaction.Rollback();
                    return true;
            }
        }
    }
}