If it is a large cone, I would consider buying some ponytail rings (the kind that do not have the metal joining) at the drugstore and trying that. Just slip the ring over the cone. I don't like the clear plastic wraps because it can be hard to find the end. I just think the ponytail rings would be easier.
If it is a small cone, you might want to invest in these:
https://www.amazon.com/Prevents-Unwi...dp/B00X037FGQ/