He faces a crucial date against his home town club Walsall on Saturday but said: "If we play like tonight, then things will come right. I could not tell which team was second in the League and which team was bottom.
"It was a much improved display and we showed a lot of character."
One of only six current managers to have racked up 1,000 games, Horton rang the changes once again, dropping five players from Saturday.
But Lincoln went ahead after 15 minutes when Scott Kerr jinked past the keeper before slotting home from 10 yards.
And the Imps went further ahead on 39 minutes when Lee Beevers headed home a Jeff Hughes corner.
Macclesfield were offered a lifeline when centre-back Rob Scott headed home a Kevin McIntyre free-kick.
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When are officials give us an even break. We were really good on Saturday but had a goal disallowed and their second should not have stood.
We were robbed against MK Dons and we were robbed this week.
We should be at least four points better off than we are.