CMake compiler flags are not interpreted by parser

With the following CMakeLists.txt
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cmake_minimum_required(VERSION 2.6)

project(Test)

SET(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -DMYTEST")

add_executable(Test main.cpp)
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and this code:

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#include <iostream>

int main()

{ #ifdef MYTEST std::cout << "MYTEST" << std::endl; #else std::cout << "NOT MYTEST" << std::endl; #endif }

-------------------------------

The output is:

MYTEST

indicating that the flag/definition MYTEST was set correctly. However, the highlighter shows this line as gray:

std::cout << "MYTEST" << std::endl;

indicating it thinks that MYTEST is not defined. This is very confusing.