you can get indicator switch units which fit between the receiver and the steering servo - a chap called 'mrrcworld' makes and sells them on eBay, I have used his products before no problems.
Either that, or you could make your own using a basic flasher circuit which is switched using a lever from the steering linkage. This is how Tamiya originally did it with the now obsolete Electrical Unit Set (#56501)
http://www.tamiya-model.co.uk/shop/t...er-p-6327.html