Install bash-completion via the package manager for your operating system.
# Homebrew
brew install bash-completion
# Macports
sudo port install bash-completion
# Yum
yum install bash-completion
# Apt
apt-get install bash-completion
git clone https://github.com/bashaus/capistrano-autocomplete.git
cd capistrano-autocomplete
ln -s cap /usr/local/etc/bash_completion.d/cap
Relaunch bash/terminal to see changes