I have never changed a macro in mine.
The sequence goes like this. First tool is in spindle, hit cycle start. Mach finishes with this tool, turns off spindle, goes to a preselected tool change position and waits for my manual change. Hitting cycle start confirms that the requested tool is installed (tools must be set up in the tool table). Repeat for each tool needed.
I believe I run the ATC post processor. Will have to check.