Pending Order Execute Stop Loss

Please have a look at this:

Currently:

A pending order, which has a stop loss set, is executed, but its stop loss ist NOT executed, because it is within the spread -> so the position is executed and running but WITHOUT its stop loss -> means at least more loss than expected up to a TOTAL loss.

Expected:

In my opinion the best solution would be to make it possible to set an option / checkmark etc. in the pending order options to not even open the position and just delete the pending order and log that plus sending an e-mail. That is just one possibility, but every other possiblity / adjustment in the logic would help.