Visual C++ :: Can't Make Double-buffered Painting With Multiple Monitors

I'm trying to remake my Windows screensaver written with C++ and WinAPIs to work on multiple monitors. I found this article that gives the basics. But when I implement it in my own code, I get a weird result. Take a look at this code:

Code:
case WM_PAINT: {
PAINTSTRUCT ps = {0};
HDC hdcE = BeginPaint(hWnd, &ps );
EnumDisplayMonitors(hdcE, NULL, MyPaintEnumProc, 0);
EndPaint(hWnd, &ps);

[code]....

Painting always works on a primary monitor. But when I paint to the secondary monitor, I can only paint directly to its DC. When I use double-buffering technique (with DIRECT_PAINT pre-processor directive commented out) I only get a black screen on a secondary monitor when it should've been red.

First one with direct painting that works:

and then the one that doesn't, with double-buffering technique: