Conditional compilation in C++ based on operating system

I would like to write a cross-platform function in C++ that contains system calls. What conditional compilation flags can I check to determine which operating system the code is being compiled for? I'm interested mostly in Windows and Linux, using Visual Studio and GCC.

I think it should look something like this:

void SomeClass::SomeFunction()
{
    // Other code

#ifdef LINUX
    LinuxSystemCall();
#endif

#ifdef WINDOWS
    WindowsSystemCall();
#endif

    // Other code
}