Add Parameter to url on unsuccessful login attempt

functions.php

<?php
add_action( 'wp_login_failed', 'code_login_failed' ); 

function code_login_failed( $user ) {
  	// check what page the login attempt is coming from
  	$referrer = $_SERVER['HTTP_REFERER'];

  	// check that were not on the default login page
	if ( !empty($referrer) && !strstr($referrer,'wp-login') && !strstr($referrer,'wp-admin') && $user!=null ) {
		// make sure we don't already have a failed login attempt
		if ( !strstr($referrer, '?login=failed' )) {
			// Redirect to the login page and append a querystring of login failed
			$new_redirect = add_query_arg( 'login', 'failed', $referrer );
	    	wp_redirect( $new_redirect );
	    } else {
	      	wp_redirect( $referrer );
	    }

	    exit;
	}
}