This is the one case of bad writing I'm defending.DanteRL said:sacrifices his own daughter (a move that is stupid not only because changes the character, but because it was clear that his men would abandon him, only a Jeoffrey-level leader wouldn't take that in consideration.)
You make it sound like Stannis had a choice besides either burning his daughter and doing a massive leap of faith that the lord of light will grant him victory OR allowing him and his army to freeze to death, Shireen included.
The whole Jeoffrey comparison only works if you take the shireen sacrifice in its own bubble divorced of context where it was either that or everyone dieing, there was no desire of simple sadism at work here.
D and D put Stannis in the worst situation possible, on the road to winterfell in the grip of winter, and having just had HIS SUPPLIES AND SIEGE WEAPONS and even most of his horses,gone up in smoke and his army losing men to attrition fast.
It was GG, there was nothing Stannis could do anymore, it was all over, the only sensible thing was to give up on this whole endeavour and sail back home, but that isn't Stannis's way "only forwards, never back" and that character flaw landed him in the position where he has to choose between sacrificing his only heir (in the process giving up his own dynasty and possibly the entire Baratheon line who are now survived only by bastards) or dieing in the snow along with everyone else who followed him.