Drawing Axes

I've run into an issue where I'd like to draw axes, i.e. solid lines with a filled arrow at the end that can be positioned precisely vertical, horizontal, etc. I want to draw a coordinate system so that I can specify X, Y, and Z axes and use them to override datum precendence on a conical feature (basically I don't want the cone to locate other features in the direction along it's axis, I'd rather have an other face do this) as per ASME Y14.5-2009. Tried to make a coordinate system in the part and "show" in the sketch... doesn't work well, the size scales automatically versus zoom like it would in the 3D viewport.

Long story short, can anyone tell me how to draw filled arrows in a sketch? I don't like the idea of using a blank annotation's leader because there is no control over orientation of the leader when the leader points to "nothing".

SolidworksDrawings And Detailing