Thanks for the question! I trade on Coinigy and I can set a stop/limit order that is held off the exchange. You can set a stop/limit on Poloniex directly too, but I find Coinigy easier to work with as it graphically represents my order on the chart.
Just pick your sell stop, like .001 - set that as the stop value, something as the limit like .00095 and enter the order. In this example a limit order at .00095 is place on the exchange if the price falls below .001.
DISCLAIMER - that Coinigy link is a referral link. If you subscribe I get $15. That won't change my life and I'm not pimping it, but if you do sub and I get $15 that's great.
RE: Getting wrecked!