diff --git a/MarketData.csproj.user b/MarketData.csproj.user
index 4078e29..998bb44 100644
--- a/MarketData.csproj.user
+++ b/MarketData.csproj.user
@@ -1,6 +1,6 @@
 <?xml version="1.0" encoding="utf-8"?>
 <Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
   <PropertyGroup Condition="'$(Configuration)|$(Platform)' == 'Debug|x86'">
-    <StartArguments>UPDATEPRICES 08-21-2023</StartArguments>
+    <StartArguments>RUNBACKTEST /STARTDATE:01-31-2018 /MAXPOSITIONS:3 /INITIALCASH:10000 /HOLDINGPERIOD:3 /INTRADAYMODE:FALSE /SESSIONFILE:MG20180131.TXT</StartArguments>
   </PropertyGroup>
 </Project>
\ No newline at end of file
diff --git a/MarketData.v12.suo b/MarketData.v12.suo
index ae7295c..c6937bb 100644
Binary files a/MarketData.v12.suo and b/MarketData.v12.suo differ
diff --git a/Program.cs b/Program.cs
index 61e03e6..21de1f8 100644
--- a/Program.cs
+++ b/Program.cs
@@ -534,33 +534,36 @@ namespace MarketData
 // ****************************************************************** C U M U L A T I V E  G A I N   L O S S *************************************************************
 // ******************************************************************************************************************************************************************************
 // This is a test of a new model to calculate the cumulate gain loss for the GainLoss Window
-    private static void RunModelPerformance()
+    private static void RunModelPerformance(String symbol=null, bool useDividends=false)
     {
       GainLossGeneratorCum gainLossGeneratorCum=new GainLossGeneratorCum();
       GainLossGenerator gainLossGenerator=new GainLossGenerator();
       PortfolioTrades portfolioTrades=PortfolioDA.GetTrades();
       DividendPayments dividendPayments=null;
+
+      String strPathFileNameCumulative=String.Format("model_performance_dividends_cumulative_{0}.csv",null==symbol?"ALL":symbol);
+      String strPathFileNameNonCumulative=String.Format("model_performance_dividends_non_cumulative_{0}.csv",null==symbol?"ALL":symbol);
       
-      String symbol="ANF";   // SPY
-      portfolioTrades = PortfolioDA.GetTrades(symbol);
+      if(null==symbol)portfolioTrades = PortfolioDA.GetTrades();
+      else portfolioTrades = PortfolioDA.GetTrades(symbol);
 
-//      dividendPayments=DividendPaymentDA.GetDividendPayments();
-//      portfolioTrades = new PortfolioTrades(portfolioTrades.Where(x => x.Symbol.Equals(symbol)).ToList());
-
-      String strPathFileNameCumulative=String.Format("model_performance_dividends_cumulative_{0}.csv",symbol);
-      String strPathFileNameNonCumulative=String.Format("model_performance_dividends_non_cumulative_{0}.csv",symbol);
+      if(useDividends)
+      {
+        if(null!=symbol)dividendPayments=DividendPaymentDA.GetDividendPaymentsForSymbol(symbol);
+        else dividendPayments=DividendPaymentDA.GetDividendPayments();
+      }
 
 // Run the cumulative version
       TotalGainLossCollection totalGainLossCollectionCum=null;
-      if(null!=dividendPayments)gainLossGeneratorCum.GenerateTotalGainLossWithDividends(portfolioTrades,dividendPayments);
-      else gainLossGeneratorCum.GenerateTotalGainLoss(portfolioTrades);
+      if(null!=dividendPayments)totalGainLossCollectionCum=gainLossGeneratorCum.GenerateTotalGainLossWithDividends(portfolioTrades,dividendPayments);
+      else totalGainLossCollectionCum=gainLossGeneratorCum.GenerateTotalGainLoss(portfolioTrades);
       Console.WriteLine(String.Format("Writing Cumulative Model to {0}",strPathFileNameCumulative));
       SaveCollection(strPathFileNameCumulative, "CUMULATIVE", totalGainLossCollectionCum);
 
 // Run the regular version
       TotalGainLossCollection totalGainLossCollection=null;
-      if(null!=dividendPayments)gainLossGenerator.GenerateTotalGainLossWithDividends(portfolioTrades,dividendPayments);
-      else gainLossGenerator.GenerateTotalGainLoss(portfolioTrades);
+      if(null!=dividendPayments)totalGainLossCollection=gainLossGenerator.GenerateTotalGainLossWithDividends(portfolioTrades,dividendPayments);
+      else totalGainLossCollection=gainLossGenerator.GenerateTotalGainLoss(portfolioTrades);
       Console.WriteLine(String.Format("Writing Non-Cumulative Model to {0}",strPathFileNameNonCumulative));
       SaveCollection(strPathFileNameNonCumulative, "NON-CUMULATIVE",totalGainLossCollection);
     }
@@ -619,15 +622,15 @@ namespace MarketData
         Trace.Listeners.Add(new TextWriterTraceListener(strLogFile));
         DateTime currentDate=DateTime.Now;
 
-        RunModelPerformance();
-        Console.ReadLine();
-        return 0;
+        //RunModelPerformance("SPY");
+        //Console.ReadLine();
+        //return 0;
 
 
- //       Price price=MarketDataHelper.GetLatestPriceFidelity("AAPL");
+        //       Price price=MarketDataHelper.GetLatestPriceFidelity("AAPL");
 
-                                    
-        DateTime maxHolidayDate=HolidayDA.GetMaxHolidayDate();
+
+        DateTime maxHolidayDate =HolidayDA.GetMaxHolidayDate();
         if(currentDate>maxHolidayDate)
         {
           Console.WriteLine(String.Format("There are no holidays defined in the system.  Add holidays for year {0} into marketholidays table",currentDate.Year));
@@ -2242,9 +2245,10 @@ namespace MarketData
    {
      try
      {
-       List<String> symbols = WatchListDA.GetWatchList(watchListName);
-			 PricingMarketDataHelper pricingMarketDataHelper=new PricingMarketDataHelper();
-			 pricingMarketDataHelper.UpdateLatestPrices(symbols);
+        if(!CheckRunCriteria())return;
+        List<String> symbols = WatchListDA.GetWatchList(watchListName);
+			  PricingMarketDataHelper pricingMarketDataHelper=new PricingMarketDataHelper();
+			  pricingMarketDataHelper.UpdateLatestPrices(symbols);
      }
      catch (Exception exception)
      {
@@ -2255,6 +2259,7 @@ namespace MarketData
    {
      try
      {
+       if(!CheckRunCriteria())return;
        PortfolioTrades portfolioTrades=PortfolioDA.GetOpenTrades();
        List<String> symbols=(from PortfolioTrade portfolioTrade in portfolioTrades select portfolioTrade.Symbol).Distinct().ToList();
        if(symbols.Any(x=>x.Equals("SPY")))symbols.Add("SH");
@@ -3678,6 +3683,7 @@ namespace MarketData
       int sleepTime=2000;
       PremarketElements premarketElements=null;
 
+      if(!CheckRunCriteria())return;
       for(int retry=0;retry<retries && (null==premarketElements || 0==premarketElements.Count);retry++,Thread.Sleep(sleepTime))
       {
         premarketElements=MarketDataHelper.GetPremarketData();
@@ -3694,8 +3700,32 @@ namespace MarketData
       }
     }
 
+    public static bool CheckRunCriteria()
+    {
+      DateGenerator dateGenerator = new DateGenerator();
+      DateTime currentDate = DateTime.Now;
+
+      if(!dateGenerator.IsMarketOpen(currentDate))
+      {
+        String description="";
+        if(HolidayDA.IsMarketHoliday(currentDate)) description=HolidayDA.GetHolidayDescription(currentDate);
+        else description=Utility.DayOfWeekToString(currentDate.DayOfWeek);
+        Console.WriteLine(String.Format("Market is closed today {0} ({1}), please confirm Y/N:?",currentDate.ToShortDateString(),description));
+        String result=Console.ReadLine();
+        if(null==result||!(result.ToUpper().Equals("Y")||result.ToUpper().Equals("YES"))) return false;
+      }
+			if(!NetworkStatus.IsInternetConnected())
+			{
+			  Console.WriteLine(String.Format("The internet is not connected, continue anyway Y/N:?"));
+        String result=Console.ReadLine();
+        if(null==result||!(result.ToUpper().Equals("Y")||result.ToUpper().Equals("YES")))return false;
+			}
+      return true;
+    }
+
     private static void LoadHeadlinesWatchList(String watchList)
     {
+      if(!CheckRunCriteria())return;
       MDTrace.WriteLine(LogLevel.DEBUG,String.Format("LoadHeadlinesWatchList {0}",watchList));
       List<String> symbols = WatchListDA.GetWatchList(watchList);
       HeadlinesMarketDataHelper headlinesMarketDataHelper= new HeadlinesMarketDataHelper();