I know I can change a counter style as this:
\renewcommand\thechapter{\Roman{chapter}}
(The above command will make chapter numbers be written in upper case roman numerals)
However, according to Wikibooks and an answer to this question, I can only choose among arabic, roman, greek and footnote symbols:
\arabic
1, 2, 3 ...\alph
a, b, c ...\Alph
A, B, C ...\roman
i, ii, iii ...\Roman
I, II, III ...\fnsymbol
Aimed at footnotes; prints a sequence of symbols.
Is there a way I can define my own symbol sequence for a counter?