You don't need a macro. Just write your own program to move the xy full extent and z from top to some safe level and back. Meanwhile turn the spindle on and then step up as desired.
I have one that starts the spindle at 500 rpm and the travel at 40ipm. Steps rpm to 1000, 1500, 2000, 2500 and travels to 60, 90, 110. Mine runs for about 10 minutes, just long enough for me to get set up and ready to go. May not be necessary but it spreads the lube out over the full travel and gradually warms up the spindle bearings.