Record macros to change inputs on multiple devices at once

I'm finding that the macro function records keypresses only. This is a problem because, while I can program keypresses, the starting input can change depending on what device I'm using, which means recording two "arrows up" will select different inputs based on what input I started from. Similarly, if I change inputs, a recorded macro will often turn off my TV and home theater pc, if the starting state was on, because the power control is a simple toggle, not "power on" or "power off".