Main.cpp

    #include <MemoryLeakDetector.h>
    void foo() {
    	BEGINMEMORYLEAKCHECK();
    	int * j = new int;
    	ENDMEMORYLEAKCHECK();/*Leak 2 of 4 bytes detected.*/
    }
    int main(void)	{
        /*Because we  use a global stack we can nest our macro use!*/
	    BEGINMEMORYLEAKCHECK();
    	BEGINMEMORYLEAKCHECK();
    	int * i = new int;
    	ENDMEMORYLEAKCHECK();/*Leak 1 of 4 bytes detected.*/
    	delete i;/*Leak 1 is closed.*/
    	foo();/*but we generate a leak 2 of 4 bytes inside of foo*/
    	ENDMEMORYLEAKCHECK();/*Leak 2 of 4 bytes is detected here as well*/
    }

MemoryLeakDetector.h

    #include <MemoryLeakDetector.h>
    void foo() {
    	BEGINMEMORYLEAKCHECK();
    	int * j = new int;
    	ENDMEMORYLEAKCHECK();/*Leak 2 of 4 bytes detected.*/
    }
    int main(void)	{
        /*Because we  use a global stack we can nest our macro use!*/
	    BEGINMEMORYLEAKCHECK();
    	BEGINMEMORYLEAKCHECK();
    	int * i = new int;
    	ENDMEMORYLEAKCHECK();/*Leak 1 of 4 bytes detected.*/
    	delete i;/*Leak 1 is closed.*/
    	foo();/*but we generate a leak 2 of 4 bytes inside of foo*/
    	ENDMEMORYLEAKCHECK();/*Leak 2 of 4 bytes is detected here as well*/
    }

With the following `MemoryLeakDetector.h` which uses a `std::stack` of `std::unique_ptr<MemoryLeakDetector>` to properly handle the different stack contexts. This allows for nested use of our macros. We use `std::unique_ptr` to not only avoid leaks in our `MemoryLeakDetector` code but also to allow us to utilize `std::move` instead of copying the objects.

    #pragma once
    #ifdef _DEBUG
	    //#include <vld.h> /* Visual Leak Detector Memory Leak Detection*/
        #include <crtdbg.h> /*VS Memory Leak Detection*/
    	#include <stack>
    	#include <memory>
    	#include <sstream>
    	#include "Windows.h"

    class MemoryLeakDetector {
    public:
    	MemoryLeakDetector() {};
    	_CrtMemState MEMORYLEAKSTATISTICS1;
    	_CrtMemState MEMORYLEAKSTATISTICS2;
    	_CrtMemState MEMORYLEAKSTATISTICS3;
    	static std::stack<std::unique_ptr<MemoryLeakDetector>>& stack() {
    		static std::stack<std::unique_ptr<MemoryLeakDetector>> s;
    		return s;
    	}
    };


    #define DBOUT( s )								\
	do{											\
	   std::ostringstream os;					\
	   os << s;									\
	   OutputDebugString(os.str().c_str() );	\
	}while(0)

    #define BEGINMEMORYLEAKCHECK() do{std::unique_ptr<MemoryLeakDetector> ___memoryleakdetector___ = std::make_unique<MemoryLeakDetector>();\
									MemoryLeakDetector::stack().push(std::move(___memoryleakdetector___));\
									_CrtMemCheckpoint(&MemoryLeakDetector::stack().top().get()->MEMORYLEAKSTATISTICS1);\
								    }while(0)			
    #define ENDMEMORYLEAKCHECK() do{if(MemoryLeakDetector::stack().size()==0){DBOUT("\n"<<__FILE__<<"("<<__LINE__<<"):"<<"<"<<__FUNCTION__<<" ENDMEMORYLEAKCHECK without BEGINMEMORYLEAKCHECK detected\n");\
								break;}\
								std::unique_ptr<MemoryLeakDetector> ___memoryleakdetector___ = std::move(MemoryLeakDetector::stack().top());MemoryLeakDetector::stack().pop();\
								_CrtMemCheckpoint(&___memoryleakdetector___->MEMORYLEAKSTATISTICS2);\
								if (_CrtMemDifference(&___memoryleakdetector___->MEMORYLEAKSTATISTICS3, &___memoryleakdetector___->MEMORYLEAKSTATISTICS1, &___memoryleakdetector___->MEMORYLEAKSTATISTICS2)){\
								DBOUT("\n"<<__FILE__<<"("<<__LINE__<<"):"<<"<"<<__FUNCTION__<<"> MLD detected a leak\n");\
								_CrtMemDumpStatistics(&___memoryleakdetector___->MEMORYLEAKSTATISTICS3);\
								DBOUT("\n\n");\
								std::cerr << "MLD Leak detected "<<__FILE__<<"("<<__LINE__<<")"<< std::endl;\
								}}while(0)
    #else
    	#define BEGINMEMORYLEAKCHECK() do{}while(0)
    	#define ENDMEMORYLEAKCHECK() do{}while(0)
    	#define DBOUT( s )	do{}while(0)
    #endif


  [1]: https://en.wikipedia.org/wiki/Comment_(computer_programming)#Debugging