That isn't a macro. That is a hack, and it probably didn't happen like that. He probably had some masteries that healed him and/or leveled up.
A macro is a command that basically presses multiple buttons at the same time. For example, the original poster wants a macro that will press Ctrl+4 (laugh) every time he right-clicks (walks) this way, everytime he walks somewhere his champion will be laughing. It is something you can press on your keyboard, not something that changes mechanics or coding.
And in case you were going to ask, I've never heard of any hacks that keep ignite from killing you, I personally doubt it exists but you never know.