Try as much as I could, only using positive reinforcement didn't work for Harley.
I had to implement a "time out" system and I only had to do it twice before he caught on, now he only gets time out when he pees on the bed
which is luckily only every month or so.
For time out, I yell in a deep low voice "No! Bad, Time out" I grab him and run to his crate, I pull everything out and he sits in his crate for 1-2 minutes with nothing in the crate (no food, water, blankets, toys, etc). Then when I've calmed down I go back and make him "down" in the crate and wait until I let him out.
It is very important that time outs are no longer than 2 minutes, dogs don't remember that long, they get the point quicker if you simply punish them for 30 seconds and then move on. The only reason my time outs are 2 minutes long is because I use that time to tear the bed apart and start cleaning.
Its a matter of personal preference, I in no way endorse any other types of punishment, I'm a reward trainer, but that just wasn't enough for Harley, he likes to mark blankets.