How to stop a PowerShell script on the first error?

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$ErrorActionPreference = "Stop" will get you part of the way there (i.e. this works great for cmdlets).

However for EXEs you’re going to need to check $LastExitCode yourself after every exe invocation and determine whether that failed or not. Unfortunately I don’t think PowerShell can help here because on Windows, EXEs aren’t terribly consistent on what constitutes a “success” or “failure” exit code. Most follow the UNIX standard of 0 indicating success but not all do. Check out the CheckLastExitCode function in this blog post. You might find it useful.

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