ATX does not have built in macros but there's plenty of macro software out there. The one I currently use is AutoHotkey but they just released a major upgrade (2.0) and I'm still in 1.x. It's not the easiest or most logical macro software. I needed help and a lot of examples to even begin using it.
But currently, I'm not using any macros in ATX, because there isn't anything I needed to automate in ATX, but I do have some simple typing macros when saving PDF files like:
:*:ef=::
Send, Efile Forms
return
:*:es=::
Send, Estimated Tax
return
:*:tr=::
Send, Tax Returns
return
In all of the above examples, the = is the trigger key, so I type tr followed by the = sign and it type Tax Returns for me.
I also have my ATX password in a macro so when ATX asks for it, I don't have to type it out or press Enter. You can even use a single key like Pause/Break to enter your password and press the Enter key.