Really the only thing to do is decide how you are going to mark it. Most do the typical Clorox bottle, tie a rope to it and let the chain sink. Attach a bottle to the top and call it a day.
I always preferred to get a long rope, tie it off the chain and tie the other end off to a tree on shore. This makes retrieval easy and you don't have the risk of someone running over your bottle with a snowmobile or the ice shearing it off.
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