TRACE family of macros are used in Visual C++ to print information to the debugging window. The macros are named TRACE0 - TRACE3, where the numbers relate to the number of parameters you will be using.
It is formatted the same as with printf with the use of place holders. There is a limit of 512 characters output (it just truncates it) for each call.

This provides a useful alternative to printf() debugging in the windows environment (which doesn't use printf much).