I used 1/2" aluminum angle from Lowes.
Here's a picture (I left the dust on so you can see it better):

It was cheaper per foot than real marquee retainer. If you have an extreme angle then it might not work as good as the real stuff but it worked great in my case.
Make sure you use an etching primer before painting aluminum or the paint won't stick. Another less effective technique if you can't etch the surface is to sand the aluminum with fine sandpaper (like 600 or 1200 sandpaper).