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I updated Mycelium to v2.5.3 and I couldn't make 3-4tx in a row without being confirmed last tx, then try to send others, here what error I get when I try to send 2nd tx without being confirmed first one
http://imgur.com/I7HDhQf which is bullshit as my wallet was synced !
As far as I know you could make tx from Mycelium without being confirmed or make tx like as much as you want before first, second .. tx without being confirmed, but I think these changes are from v.2.5.3 and I think it's better for begginers to wait until this attack is over or BIP62 or whatever is implemented to fix this issue/attack.
If mycelium does not allow you do use unconfirmed change by default, it is fixed and the error you got was perfectly fine. Transactions always refer to other transactions via the ID, thus if the ID changes your 2nd TX becomes invalid. It points to a TX that lost a race for confirmation and is now invalid.
If you have several inputs available Mycelium might be able to use more than one confirmed input and thus can issue several TX without waiting for a confirmation.