AVG blocks creation of files other than txt

Here is the screenshot.
I started the computer in the meantime. I had the folder C:\Users\luitz\Documents\C++* as an exception and I decided to add the folder C:\Users\luitz\Documents\C++\BMP* also as an exception and try again before submitting here. Then it suddenly worked. I went back to AVG settings, but it turned out I didn't actually add the folder as I hadn't pressed "Save".

So I guess AVG was acting buggy which was solved by restarting my computer.

User-added image

I'm using my spare time to study to become a computer scientist and I've been having trouble with a program that reads a file, creates a new file and then copies the data line for line to the new file. If I create a .txt file, then everything is fine (and perhaps also whenever I create some other filetypes that I didn't test yet), but when I create a bmp file, AVG blocks the action. It prompts me to allow the program, but next time I execute it, it blocks it again.

I already have the folder listed to my list of exceptions so that I don't need to wait 15 seconds every time I compile some code.

You can find more information on a Reddit post I created to find help with the situation, see: 
https://www.reddit.com/r/cpp_questions/comments/985mh4/virus_scanner_blocks_file_creation/

Do you mean to say that the program took the exception without saving the changes? If yes, do you still have the entry in the list of exceptions?

Hello, Luitzen.
Could you provide a screenshot (http://avgclick.me/getscreenshot) of AVG pop up when the .bmp file is blocked? Click on 'Answer' & then click on the 'Image' [mountain symbol] & follow the instructions. Did you add the bmp file to exception or the program that reads the file?

That's great, Luitzen. 

We appreciate your efforts in trying to resolve the issue. 

​Have a great day!

No, I accidentally didn't save it.

Now I'm having the same problem again with another file.

I have this in my exceptions:

C:\Users\luitz\Documents\C++*

Now I create another exe (copy.exe) made with C in the folder C:\Users\luitz\Documents\C++\BMP.

When I try to run it and create a new file (output.bmp), AVG intervenes (same screen again). I click to allow the program, but next run it blocks it again.

Luitzen, please note that AVG will consider an executable without a digital signature or trusted publisher as a threat and reports it. It should be the case with you and we request you to add the files to exceptions list when you receive the pop up.