When setting up macros in an interface there are 2 checkboxes: Repeat, and "When key is released" (Key Up basically)

I propose a third box: Key Down. This would really let me more intuitively create the macros I need to allow players to run around while simultaneously shooting bullets or something with another macro they are holding down, instead of the new macro canceling out the old one.

Other game engines such as Unity3d have both KeyUp() and KeyDown() functions to let the programmer check if the key is still down or when if it has been released.