@paradadf it worked! Here are the steps:
Plug keyboard and game pads Start recalbox Start Steel gunner Enter Retroarch Go to Optios Go to Input interface Select: Simultaneous Back to game Follow the instructions:0_1560568301428_IMG_3809.PNG
Works great with Mame2003 plus!
I recommend mame2003 plus for shooting games, if you have a gamepad with analog controls, works great with default configuration.