In a bowl, combine the ketchup, chili sauce, prepared horseradish, chopped jalapeños, chopped pickles, pickle juice, and lemon juice. Mix well until all ingredients are thoroughly combined.
Taste the sauce and adjust the seasoning as needed, adding salt and pepper to taste.
Refrigerate the sauce for at least 30 minutes to allow the flavors to meld together.
Serve chilled alongside your favorite seafood, like shrimp or oysters, for a tangy and spicy cocktail sauce with a hint of pickle flavor!