I've been using Bittrex (the largest altcoin exchange at the moment) and with them, you have to do it separately (you set a normal order and then a conditional order which could be a stop loss).
I'm fairly sure that with Poloniex and most other altcoin exchanges it's the same.
Due to the risks of crypto exchanges in general, it's usually a bad idea to go with less trustworthy exchanges just based on one feature, but if you're adamant on finding one that can do that, have a look through
the exchanges by volume and find out how they do stop loss.