Use several `QAction` like radio buttons

Question

I would like to use several QAction in a QMenu like radio buttons. The active (last clicked) QAction should be checked with a dot like shown below.

(Screenshot taken from Notepad++)

Someone told me to use Qt Style Sheets to replace the arrows with dots, but I haven't found a suitable solution for this.

My code so far below.

main.py

import sys
from PyQt5.QtWidgets import QApplication, QMainWindow
from PyQt5.uic import loadUi


class MainWindow(QMainWindow):

    def __init__(self, parent=None):
        super().__init__(parent)
        loadUi("mainwindow.ui", self)

        for setting in (self.actionSetting_1, self.actionSetting_2,
                        self.actionSetting_3, self.actionSetting_4,
                        self.actionSetting_5):
            setting.setCheckable(True)


def main():
    app = QApplication(sys.argv)
    main_window = MainWindow()
    main_window.show()
    sys.exit(app.exec_())


if __name__ == "__main__":
    main()

---

mainwindow.ui

<?xml version="1.0" encoding="UTF-8"?>
<ui version="4.0">
 <class>MainWindow</class>
 <widget class="QMainWindow" name="MainWindow">
  <property name="geometry">
   <rect>
    <x>0</x>
    <y>0</y>
    <width>800</width>
    <height>600</height>
   </rect>
  </property>
  <property name="windowTitle">
   <string>Active Menu Action</string>
  </property>
  <property name="locale">
   <locale language="English" country="UnitedKingdom"/>
  </property>
  <widget class="QWidget" name="centralwidget"/>
  <widget class="QMenuBar" name="menubar">
   <property name="geometry">
    <rect>
     <x>0</x>
     <y>0</y>
     <width>800</width>
     <height>24</height>
    </rect>
   </property>
   <widget class="QMenu" name="menuMenu">
    <property name="title">
     <string>Menu</string>
    </property>
    <widget class="QMenu" name="menuSettings">
     <property name="title">
      <string>Settings</string>
     </property>
     <addaction name="actionSetting_1"/>
     <addaction name="actionSetting_2"/>
     <addaction name="actionSetting_3"/>
     <addaction name="actionSetting_4"/>
     <addaction name="actionSetting_5"/>
    </widget>
    <addaction name="menuSettings"/>
   </widget>
   <addaction name="menuMenu"/>
  </widget>
  <widget class="QStatusBar" name="statusbar"/>
  <action name="actionSetting_1">
   <property name="text">
    <string>Setting 1</string>
   </property>
  </action>
  <action name="actionSetting_2">
   <property name="text">
    <string>Setting 2</string>
   </property>
  </action>
  <action name="actionSetting_3">
   <property name="text">
    <string>Setting 3</string>
   </property>
  </action>
  <action name="actionSetting_4">
   <property name="text">
    <string>Setting 4</string>
   </property>
  </action>
  <action name="actionSetting_5">
   <property name="text">
    <string>Setting 5</string>
   </property>
  </action>
 </widget>
 <resources/>
 <connections/>
</ui>

---

The menu looks like this:

---

EDIT: Update 1: Add QActionGroup to MainWindow class in main.py

See One QAction checkable at time in QMenu

class MainWindow(QMainWindow):

    def __init__(self, parent=None):
        super().__init__(parent)
        loadUi("mainwindow.ui", self)
        group = QActionGroup(self.menuSettings)
        actions = (self.actionSetting_1, self.actionSetting_2, self.actionSetting_3, self.actionSetting_4, self.actionSetting_5)
        for setting in actions:
            setting.setCheckable(True)
        group.setExclusive(True)
        group.triggered.connect(self.onTriggered)

    def onTriggered(self, action):
        print(action.text())

Result: The behaviour is unfortunately the same as before, i.e. the QAction does not behave like radio buttons and no error message appears.