You don’t even have to record!
Since “macros” are really just keystrokes contained within a register, you don’t even have to use Vim’s recording functionality to start recording a macro. It mainly exists as a convenience function — and it’s definitely what you want to be using most of the time — but it isn’t strictly necessary!
Instead, you can type out the macro steps on a line, then yank that line into a register of your choosing — say "x. You can then execute the contents of the "x register with @x. If you do this, you will have created and executed a macro without ever using Vim’s recording functionality.
Try it in the editor. Create a blank line at the bottom of the buffer and type A!!!. Then, yank the line into the register with "xyy. Then try executing the "x register with @x. Amazing!