Try & Error

Here is an advanced version, Just for fun. 
Features

• Multiple Define Symbols
• Safety
• Runs when Compile ends
• Removes Duplicates

Installation

1. Download the Script or Copy/Paste it from the Below
2. Open Script
3. Go to Symbols property and add your own symbols
4. Go back to Unity and wait for compile ends
5. All done, now check Player Settings, The symbols added

Code (CSharp):

1. using System.Collections;
2. using System.Collections.Generic;
3. using System.Linq;
4. using UnityEngine;
5. using UnityEditor;
6.  
7. /// <summary>
8. /// Adds the given define symbols to PlayerSettings define symbols.
9. /// Just add your own define symbols to the Symbols property at the below.
10. /// </summary>
11. [InitializeOnLoad]
12. public class AddDefineSymbols : Editor
13. {
14.  
15.     /// <summary>
16.     /// Symbols that will be added to the editor
17.     /// </summary>
18.     public static readonly string [] Symbols = new string[] {
19.         "MYCOMPANY",
20.         "MYCOMPANY_MYPACKAGE"
21.     };
22.  
23.     /// <summary>
24.     /// Add define symbols as soon as Unity gets done compiling.
25.     /// </summary>
26.     static AddDefineSymbols ()
27.     {
28.         string definesString = PlayerSettings.GetScriptingDefineSymbolsForGroup ( EditorUserBuildSettings.selectedBuildTargetGroup );
29.         List<string> allDefines = definesString.Split ( ';' ).ToList ();
30.         allDefines.AddRange ( Symbols.Except ( allDefines ) );
31.         PlayerSettings.SetScriptingDefineSymbolsForGroup (
32.             EditorUserBuildSettings.selectedBuildTargetGroup,
33.             string.Join ( ";", allDefines.ToArray () ) );
34.     }
35.  
36. }

Thanks.