I have done hundreds of them while powered up & never had a problem, there is a large capacitor that will keep the program for at least a minute or two but 20 secs is what they recommend, indeed on the older A series we had one that still had it's program without a battery after 3 days. Although it is not recommended, I used to regulary replace the batteries every 12 months and rarely powered down as most ran 24/7, you will need to re-boot at some point as when you remove the battery the error light will come on & only a re-boot will clear it or at least I think a stop then back to run. I did have one where the new battery was dead as the error would not clear but another battery solved the problem, in any case it is imperative you do have a copy of the program & status of the Data memories just incase, preferably a documented copy but you can upload the register values into the Main data file so in the event of lost values you can restore them. I know most Mfgr's say power down but over the last 30 years changed hundreds without powering down & never lost a program yet.