I found the simpler solution. It is not perfect, but may be useful.
As you know, for auto-completion, Xcode needs to know the definition of the classes.
Header files of the engine are included in /Users/Share/UnrealEngine/4.0/Engine/Sources.
Thus, go to build settings of “UE4XcodeHelper”. In “Header Search Paths”, you need to add
/Users/Shared/UnrealEngine/4.0/Engine/Source/Runtime/Engine/Classes [non-recursive]
/Users/Shared/UnrealEngine/4.0/Engine/Source/Runtime/Engine/Public [non-recursive]
/Users/leehyeonwoo/MyDev/Codes/Github/UnrealEngine/Engine/Intermediate/Build/Mac/Inc/Engine [non-recursive]
/Users/Shared/UnrealEngine/4.0/Engine/Source/Runtime/Core/Public [recursive]
This will index basic classes.
If you want to index full classes, you can set
/Users/Shared/UnrealEngine/4.0/Engine/Source/Runtime/ [recursive]
but, this will be very, very slow. 
As I mentioned, it’s not perfect. I’ll wait mike’s solution.
