To summarize the comments to my questions, here are the commands I run to sign my .app file for Gatekeeper:
export CODESIGN_ALLOCATE="/Applications/Xcode.app/Contents/Developer/usr/bin/codesign_allocate"
codesign --force --sign "Developer ID Application: <my name>" /path/to/my.app
Thanks, Gordon Davisson and JWWalker!
(edit) If this fails, I realize that installing the "Command Line Tools" from within XCode was needed.
EDIT: To verify
$ codesign -dv --verbose=4 my.app
In Apple ID account make sure you have few types of certificate?