Is your feature request related to a problem? Please describe.
If you pack too many items into the auction house you have to click on the button several times to retrieve the items.

Describe the solution you'd like
The solution would be to cancel all marked auctions with right click

Describe alternatives you've considered
Alternative would be the option in the options to select whether you want to click right or left

It isn't possible to cancel multiple items with one click - Blizzard restrictions. This includes, for example, multiple stacks of an item (TBC) or multiple bags (retail + TBC).

Which button are you referring to?

What is about a wheel macro like in TSM would be that possible to create it for auctionator?

For undercut auctions you can do just that, go to the settings and change this option:

to for example:

Ahh sorry my fault! Thank you!

I changed it and test it but it doesn't work.

You need to have the mouse wheel over the world for the keybinding to take effect

Ahh okay. Now it works. Thanks. :)