Custom traffic light icon set (xl3TrafficLights1)

Previamente se define qué valores se tendrán dependiendo de las condiciones deseadas:

=IF(L2<=H2,2,IF(L2<=G2,1, 0))

Sub Color_semaforos()
    Dim cfIconSet As IconSetCondition

    ' Rangos a trabajar
    Range("F5:F25").Select

    Selection.FormatConditions.AddIconSetCondition
    Selection.FormatConditions(Selection.FormatConditions.Count).SetFirstPriority
    With Selection.FormatConditions(1)
        .ReverseOrder = False
        .ShowIconOnly = True
        .IconSet = ActiveWorkbook.IconSets(xl3TrafficLights1)
    End With
    With Selection.FormatConditions(1).IconCriteria(2)
        .Type = xlConditionValueNumber
        .Value = 1
        .Operator = 7
    End With
    With Selection.FormatConditions(1).IconCriteria(3)
        .Type = xlConditionValueNumber
        .Value = 2
        .Operator = 7
    End With

End Sub