user1577: In case of a sudden price drop, I want to sell my coins automatically. MtGox doesn't have an option for this, which exchanges do?

user8708: Kraken.com offers a number of advanced trading options and a good guide on how to use them.
Advanced Order Types:

Stop Loss
Stop Loss
Limit Trailing
Stop Trailing
Stop Limit
Take Profit
Take Profit Limit
Stop, Limit
Stop Loss, Take Profit
Stop Loss, Take Profit Limit

Though their volume is very low for USD trades,(limiting liquidity), they are popular for EURO-BTX trades and offer fee-less SEPA transfers and low trade fees.

user575: I think https://campbx.com/ allows this, I don't know of any others.

user7166: Have a look at 
https://www.bitfinex.com/
Also has trailing stop, limit orders, CFD and margin trades.

user11824: BTX Trader will let you create stop-loss orders on top of your account on Bitstamp, BTC-E, Mt. Gox, BTC China and CampBX.
It's not same as an exchange-hosted stop-loss order but a close second.
Disclosure: I'm one of the founders of BTX Trader.

1577: <p>In case of a sudden price drop, I want to sell my coins automatically. MtGox doesn't have an option for this, which exchanges do?</p>
 8708: <p><a href="https://www.kraken.com/" rel="nofollow">Kraken.com</a> offers a number of advanced trading options and a good guide on how to use them.</p>

<p>Advanced Order Types:</p>

<ul>
<li>Stop Loss</li>
<li>Stop Loss</li>
<li>Limit Trailing</li>
<li>Stop Trailing</li>
<li>Stop Limit</li>
<li>Take Profit</li>
<li>Take Profit Limit</li>
<li>Stop, Limit</li>
<li>Stop Loss, Take Profit</li>
<li>Stop Loss, Take Profit Limit</li>
</ul>

<p>Though their volume is very low for USD trades,(limiting liquidity), they are popular for EURO-BTX trades and offer fee-less SEPA transfers and low trade fees.</p>
 575: <p>I think <a href="https://campbx.com/" rel="nofollow">https://campbx.com/</a> allows this, I don't know of any others.</p>
 7166: <p>Have a look at </p>

<p><a href="https://www.bitfinex.com/" rel="nofollow">https://www.bitfinex.com/</a></p>

<p>Also has trailing stop, limit orders, CFD and margin trades.</p>
 11824: <p><a href="http://btxtrader.com" rel="noreferrer">BTX Trader</a> will let you <a href="http://blog.btxtrader.com/post/67381472043/prevent-bitcoin-trading-losses-with-stop-limit-orders" rel="noreferrer">create stop-loss orders</a> on top of your account on Bitstamp, BTC-E, Mt. Gox, BTC China and CampBX.</p>

<p>It's not same as an exchange-hosted stop-loss order but a close second.</p>

<p>Disclosure: I'm one of the founders of BTX Trader.</p>
