There are 2 (nowadays 3 but the last one is a bit meh) ways to connect your Wiimote to your PC...
1. Bluetooth Passthrough > This gives Dolphin (actually the emulated software) full control over the actual bluetooth module, this is what you really want because it will give you the best compatibility with games and the speakerdata will work flawlessly too, it is also the way the Wii actually works. Downside is: it is way more picky on what kind of Wiimote you use, and really only a first-party Wiimote is supported, another downside is that your mileage may vary on the compatibility of the bluetooth module as some will work flawlessly, some will need some special setup, some only support 1 wiimote etc. etc. etc. On top of that you also need to install "Zadig" drivers onto your bluetooth module making it unusable for anything else than Dolphin (unless you keep changing the drivers)
2. Real Wiimote > This will keep the bluetooth module working and works with AFAIK all bluetooth modules, but really messes up the speaker data. It is more prone to disconnecting and has (to me) noticeable more lag than Passthrough. The "Mayflash Dolphinbar" makes use of this mode and is unable to change it to Passthrough due to the way it works. The Dolphinbar is basically a Sensorbar with a bluetooth module built-in and has some other quirks as well.
Please also keep in mind that when buying a Wiimote you also want to buy a Numchuck as those are required for those games as well, without it you don't have an analog stick and thus no way to move your character. Or... this is where the 3rd method comes into play "Emulated/Hybrid Wiimote" with this you can set up your Numchuck to a different controller and use a real Wiimote at the same time, this does have some issues though: Unless you're using a motion compatible controller (e.g. a Playstation DS4) you will need to map the Numchuck motions to a button/stick (which if you're using a Wiimote as well you are unable to reach without putting the Wiimote down, unless you have some freaky hands, or a 3rd hand ) and I think (but that is my opinion) that it is a bit unwieldy as a DS4 or XBOX controller are quite heavy. You probably would also run into bluetooth bandwidth issues running a Wiimote and a secondary controller over 1 adapter (but don't quote me on that as I don't have any experience with it)
1. Bluetooth Passthrough > This gives Dolphin (actually the emulated software) full control over the actual bluetooth module, this is what you really want because it will give you the best compatibility with games and the speakerdata will work flawlessly too, it is also the way the Wii actually works. Downside is: it is way more picky on what kind of Wiimote you use, and really only a first-party Wiimote is supported, another downside is that your mileage may vary on the compatibility of the bluetooth module as some will work flawlessly, some will need some special setup, some only support 1 wiimote etc. etc. etc. On top of that you also need to install "Zadig" drivers onto your bluetooth module making it unusable for anything else than Dolphin (unless you keep changing the drivers)
2. Real Wiimote > This will keep the bluetooth module working and works with AFAIK all bluetooth modules, but really messes up the speaker data. It is more prone to disconnecting and has (to me) noticeable more lag than Passthrough. The "Mayflash Dolphinbar" makes use of this mode and is unable to change it to Passthrough due to the way it works. The Dolphinbar is basically a Sensorbar with a bluetooth module built-in and has some other quirks as well.
Please also keep in mind that when buying a Wiimote you also want to buy a Numchuck as those are required for those games as well, without it you don't have an analog stick and thus no way to move your character. Or... this is where the 3rd method comes into play "Emulated/Hybrid Wiimote" with this you can set up your Numchuck to a different controller and use a real Wiimote at the same time, this does have some issues though: Unless you're using a motion compatible controller (e.g. a Playstation DS4) you will need to map the Numchuck motions to a button/stick (which if you're using a Wiimote as well you are unable to reach without putting the Wiimote down, unless you have some freaky hands, or a 3rd hand ) and I think (but that is my opinion) that it is a bit unwieldy as a DS4 or XBOX controller are quite heavy. You probably would also run into bluetooth bandwidth issues running a Wiimote and a secondary controller over 1 adapter (but don't quote me on that as I don't have any experience with it)
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