@voljega thank you, I discovered I didn't configure a "hotkey"button.
Configured now and working flawlessly.

@voljega read it but maybe I missed some important passage, can you kindly give me an hint? I'm trying to do all by myself (including building a real plywood bar-sized cabinet with a 19" screen), so I have no fear to have some dirt on my hands. I wrote (with some difficult) in the English forum to have more visibility even if I'm Italian and I'm not happy bothering other persons, but when I ask for a help it's because I really need it.

Thank you and sorry for my poor english.

I built a bartop with arcade joystick and buttons and yesterday I finally have installed Recalbox. Enabled and configured controls (GPIO) they are working very well except when I'm in MAME I can't go back to menu. Controller has the standard buttons, I even tried to go back using TL+TR but I get a screenshot. I'd like to use this combo to go back to menu, is it possible?