This is not built in functionality, at least not that I'm aware of. You can find a list of supported markers here.
You could create your own function to create and add custom markers to your plot. Here is a simple example. It's definitely not robust, but could get you started.
x=1:5;
y=[3 1 4 5 3];
plot(x,y)
addMrkr(x,y,.1,'r','g')
axis equal
function addMrkr(x,y,R,cL,cR)
% x,y are row vectors of line points
% R is radius
% cL,cR are colors of left/right semicircles
% left
th = linspace(pi/2, 3*pi/2)';
xL = R*cos(th) + x;
yL = R*sin(th) + y;
hold on
patch(xL,yL,cL);
% % right
th = linspace(pi/2, -pi/2)';
xR = R*cos(th) + x;
yR = R*sin(th) + y;
patch(xR,yR,cR);
hold off
end
