More troubleshooting.

README.md

@@ -45,6 +45,17 @@ warnings.warn('Cannot find ta-lib library, installation may fail.')
 This typically means ``setup.py`` can't find the underlying ``TA-Lib``
 library, a dependency which needs to be installed.
 
+If you installed the underlying ``TA-Lib`` library with a custom prefix
+(e.g., with ``./configure --prefix=$PREFIX``), then when you go to install
+this python wrapper you can specify additional search paths to find the
+library and include files for the TA-Lib C library:
+
+``sh
+$ export TA_LIBRARY_PATH=$PREFIX/lib
+$ export TA_INCLUDE_PATH=$PREFIX/include
+$ python setup.py install # or pip install ta-lib
+``
+
 Sometimes installation will produce build errors like this:
 
 ```