The C++ Lexer recognizes /** inside strings as documentation:
#define TEST1 "/**"
everything in between is doxymentation-colored
#define TEST2 "*/"
That is a bug in the wxScintilla component we are using. As a workaround you can simply escape one or more of the characters (as it's a string) like:
#define BLAH "\/\*\*"
cout << "Hello world!" << BLAH << endl;
#define BLUBB "*\/"
You will receive a compiler warning about an unknown escape sequence but you can safely igonere it.