Geany (IDE) supports autocompletion or IntelliSense as you program, but this is done based on the words you've used in the code so far.
Is there a way I could have autocompletion for my language keywords?
You can achieve this by writing your own tag file. It should be name like <somename>.<filetype>.tags and can be stored, e.g., inside .geany-folder or inside global folders. You can import it via the Tools menu.
The tag file contains of a list of your methods, functions, etc. of your language, as well as optimally some options for these commands used a tooltip. You can find some details inside the manual.
Of course, you could also check the Geany wiki whether there might be already some tag file available for your language.