diff --git a/python/fastquant/data/stocks/stocks.py b/python/fastquant/data/stocks/stocks.py
index 6eb4780c..d6f2cba8 100644
--- a/python/fastquant/data/stocks/stocks.py
+++ b/python/fastquant/data/stocks/stocks.py
@@ -52,16 +52,15 @@ def get_stock_data(
     if source == "yahoo":
         # The query is run on 'yahoo', but if the symbol isn't found, the same query is run on 'phisix'.
         df = get_yahoo_data(symbol, start_date, end_date, dividends)
-        if df is None or symbol == "JFC":
-            format = "c"
-            df = get_pse_data(symbol, start_date, end_date, format=format)
+        if df is None:
+            raise Exception(f"{symbol} could not be found on Yahoo")
 
     elif source == "phisix":
         # The query is run on 'phisix', but if the symbol isn't found, the same query is run on 'yahoo'.
         format = "c"
         df = get_pse_data(symbol, start_date, end_date, format=format)
         if df is None:
-            df = get_yahoo_data(symbol, start_date, end_date, dividends)
+            raise Exception(f"{symbol} could not be found on Phisix")
 
     else:
         raise Exception("Source must be either 'phisix' or 'yahoo'")
diff --git a/python/fastquant/data/stocks/yahoofinance.py b/python/fastquant/data/stocks/yahoofinance.py
index 14b74762..0df40a59 100644
--- a/python/fastquant/data/stocks/yahoofinance.py
+++ b/python/fastquant/data/stocks/yahoofinance.py
@@ -33,16 +33,23 @@ def get_yahoo_data(symbol, start_date, end_date, dividends=True):
         "High": "high",
         "Low": "low",
         "Close": "close",
-        "Adj Close": "adj_close",
         "Volume": "volume",
         "Dividends": "dividend",
     }
+
+    # Multi-index dataframes are not supported in fastquant
+    if "Ticker" in df.columns.names:
+        df.columns = df.columns.droplevel("Ticker")
+
+    # "Adj Close" is missing from the recent versions of YFinance
+    df = df.drop(['Adj Close'], errors='ignore')
+
     if dividends:
         ticker = yf.Ticker(symbol)
         div_df = ticker.dividends
 
         if div_df.shape[0] > 0:
-            df = df.join(div_df, how="left", on="Date")
+            df = df.join(div_df.tz_localize(None), how="left", on="Date")
         else:
             df["dividend"] = 0
     else:
@@ -54,7 +61,6 @@ def get_yahoo_data(symbol, start_date, end_date, dividends=True):
         "high",
         "low",
         "close",
-        "adj_close",
         "volume",
         "dividend",
     ]
diff --git a/python/fastquant/strategies/base.py b/python/fastquant/strategies/base.py
index e40a1281..96ce91f6 100644
--- a/python/fastquant/strategies/base.py
+++ b/python/fastquant/strategies/base.py
@@ -186,10 +186,10 @@ def __init__(self):
         self.price_bought = 0
 
         # Initialize stoploss order
-        self.stoploss_order = None
+        self.stoploss_orders = []
 
         # Initialize stoploss trail order
-        self.stoploss_trail_order = None
+        self.stoploss_trail_orders = []
 
     def buy_signal(self):
         return False
@@ -289,8 +289,8 @@ def start(self):
     def next(self):
 
         # add dividend to cash
-        if self.invest_div and self.datadiv is not None:
-            self.broker.add_cash(self.datadiv)
+        if self.invest_div and self.datadiv is not None and self.datadiv.get()[0] != 0:
+            self.broker.add_cash(self.datadiv.get()[0])
 
         if self.add_cash_amount:
             if self.first_timepoint:
@@ -400,25 +400,21 @@ def next(self):
                         stop_price = self.data.close[0] * (1.0 - self.stop_loss)
                         if self.transaction_logging:
                             self.log("Stop price: {}".format(stop_price))
-                        self.stoploss_order = self.sell(
+                        self.stoploss_orders.append(self.sell(
                             exectype=bt.Order.Stop,
                             price=stop_price,
                             size=final_size,
-                        )
+                        ))
 
                     if self.stop_trail:
                         # Create a stoploss trail order if None
-                        if self.stoploss_trail_order is None:
-                            if self.transaction_logging:
-                                self.log("Stop trail: {}".format(self.stop_trail))
-                            self.stoploss_trail_order = self.sell(
-                                exectype=bt.Order.StopTrail,
-                                trailpercent=self.stop_trail,
-                                size=final_size,
-                            )
-                        # Cancel existing stoploss trail order
-                        else:
-                            self.cancel(self.stoploss_trail_order)
+                        if self.transaction_logging:
+                            self.log("Stop trail: {}".format(self.stop_trail))
+                        self.stoploss_trail_orders.append(self.sell(
+                            exectype=bt.Order.StopTrail,
+                            trailpercent=self.stop_trail,
+                            size=final_size,
+                        ))
 
                 # Buy based on the opening price of the next closing day (only works "open" data exists in the dataset)
                 else:
@@ -443,20 +439,20 @@ def next(self):
                         stop_price = self.data.close[0] * (1.0 - self.stop_loss)
                         if self.transaction_logging:
                             self.log("Stop price: {}".format(stop_price))
-                        self.stoploss_order = self.sell(
+                        self.stoploss_orders.append(self.sell(
                             exectype=bt.Order.Stop,
                             price=stop_price,
                             size=final_size,
-                        )
+                        ))
 
                     if self.stop_trail:
                         if self.transaction_logging:
                             self.log("Stop trail: {}".format(self.stop_trail))
-                        self.stoploss_trail_order = self.sell(
+                        self.stoploss_trail_orders.append(self.sell(
                             exectype=bt.Order.StopTrail,
                             trailpercent=self.stop_trail,
                             size=final_size,
-                        )
+                        ))
 
         elif self.sell_signal() and (self.strategy_position in [1, -1, None]):
             self.strategy_position = 0 if self.strategy_position in [1, -1] else None
@@ -531,13 +527,10 @@ def next(self):
                         size=int((self.init_cash / self.dataopen[1]) * self.sell_prop)
                     )
 
-            # Explicitly cancel stoploss order
-            if self.stoploss_order:
-                self.cancel(self.stoploss_order)
-
-            # Explicitly cancel stoploss trail order
-            if self.stoploss_trail_order:
-                self.cancel(self.stoploss_trail_order)
+            # Explicitly cancel active stop-loss (trail) orders
+            for order in self.stoploss_orders + self.stoploss_trail_orders:
+                if order.status not in ["Completed", "Canceled", "Expired", "Rejected"]:
+                    self.cancel(order)
 
         elif self.take_profit_signal():
             # Take profit