The menu option Macros | Multi-play... has various options to repeat the macro for the currently open file.
It would be very useful if an option was also available to playback a macro against all open files or as a further option, for those open files selected in the Document Selector window.
I would've thought this feature request wouldn't take much effort
Yes, it would be particularly useful to be able to use search+replace combined with deletion functions, which is perfectly easy to do in one file, but to be able to run such a macro over all open files would be very useful.
