I want to use a Bitcoin / altcoin exchange which allow to set stop loss orders.
Is there an exchanges that allow this?
no,i dont think there was exchange who put stop loss in their trade method,because it will make them only get small profit
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stop loss only put on application,like meta trader or other trading bot.
Why do stop loss orders reduce a exchanges profits?
A exchange profits from the trading volume, not people holding their bitcoins and using them as a wallet. If you give your customers more features, which increases the volume the exchange profits from it. Almost all exchanges don't care about the price of either bitcoin or any altcoin, because people would still trade with the same amount in fiat.
On-topic:
Poloniex offers
stop limit orders, I'm not the best trader, so I don't know if stop limit would work.
Bitstamp also provides a solution similar to stop loss.
This topic is also from another person asking the same question. There is a few good replies you might like.