ne's manual

4.6.5: SaveMacro

If the optional filename argument is not specified, the file requester is opened, and you are prompted to select a file (you can inhibit the file requester opening by using the NoFileReq command; see NoFileReq).

If you escape from the file requester, you can input the file name on the command line.

This command is of course most useful for saving macros you just recorded. The macros can then be loaded as normal text files for further editing, if necessary.