A very simple answer would be to use a bi-colour LED
Or you could just add another LED and wire to the stomp switch
You would just alter the wiring slightly - pin 1 goes to the ON led and pin 3 goes to the OFF led, pin 2 is ground
The leds are both fed with the power
See the offboard wiring
http://tagboardeffects.blogspot.co.uk/2012/02/offboard-wiring.htmlpins 1,2 and 3 are on the left hand side of the switch with 1 at the top