It’s getting late … that’s probably why I don’t see the error.
The following problem with this test system:
I created it as a breakout MTF, breakout from the M15 chart with the data from the M30 chart. So far it works according to my ideas. But … if I switch to the M3 chart now to add a trailing stop … my breakouts will no longer work. Unfortunately I cannot find the error. Can someone help me please?

//================================================

DEFPARAM CUMULATEORDERS = false
defparam preloadbars = 5000

//daysForbiddenEntry = OpenDayOfWeek = 5 and time >= ti


//Risk Management
PositionSize=1

//timeframe(4hour, updateonclose)
////MACDLiniex = MACDline[12,26,9](close) > 0
//MAxx = Average[15,1](typicalprice)
//mylongx   = MAxx > MAxx[1]

timeframe(30minute, updateonclose)
//MA25  = Average[25,1](close) //Exponential
MA50  = Average[50,1](close) //Exponential
MA100  = Average[100,1](close) //Exponential
MA150  = Average[150,1](close) //Exponential
MA180  = Average[180,1](close) //Exponential

//timeframe(30minute, updateonclose)
////MACDLiniex = MACDline[12,26,9](close) > 0
//MAxx = Average[100,1](close)  //typicalprice
//mylongx   = MAxx > MAxx[1]

//timeframe(15minute, updateonclose)
per = 200  //20  200
MA  = Average[per,1](close) //close  typicalprice
//MA150  = Average[150,1](close) //Exponential
//MA180  = Average[180,1](close) //Exponential
MA5  = Average[5,1](close) //Exponential
MA10  = Average[10,1](close) //Exponential
MA21  = Average[21,1](close) //Exponential
MA34  = Average[34,1](close) //Exponential
MA55  = Average[55,1](close) //Exponential
MA89  = Average[89,1](close) //Exponential


mylong   = MA > MA[1]
mylong2  = MA100 > MA150 and MA150 > MA180 and MA50 > MA100 //and MA25 > MA50
mylong3  = MA21 > MA34
mylong4  = MA34 > MA55
mylong5  = MA55 > MA89
mylong6  = close > MA5
mylong7  = MA5 > MA10 and MA10 > MA21 and MA21 > MA21[1] and MA10 > MA10[1]
mylong8  = close > MA

//Volaititätfilter
AvgRange = average[20,0](range)
TradeOFF  = range > (AvgRange * 3) //no trading if the current range > twice its average //3


//Breakout
Hoch = highest[10](high) //8

timeframe(15minute, updateonclose)
Breakout = close crosses over Hoch[1] //and close[1] > Hoch[2]

// trading window
ONCE BuyTime  = 50000
ONCE SellTime = 210000
 
// position management
IF Time >= BuyTime AND Time <= SellTime THEN

If Breakout and mylong3 and mylong4 and mylong5 Then
Buy PositionSize CONTRACTS AT MARKET
SET STOP %LOSS 0.9
SET TARGET %PROFIT 1
ENDIF
endif

timeframe(default)
////////////////////////////////////////////////////
//// %trailing stop function incl. cumulative positions
//once trailingstoptype = 1
//if trailingstoptype then
////====================
//trailingpercentlong  = start // %
//trailingpercentshort = 0.2 // %
//once acceleratorlong = step // typically tst*0.1
//once acceleratorshort= 0.05 // typically tss*0.1
//ts2sensitivity  = 2 // [1] close [2] high/low [3] low/high [4] typicalprice
////====================
//once steppercentlong  = (trailingpercentlong/10)*acceleratorlong
//once steppercentshort = (trailingpercentshort/10)*acceleratorshort
//if onmarket then
//trailingstartlong = positionprice*(trailingpercentlong/100)
//trailingstartshort = positionprice*(trailingpercentshort/100)
//trailingsteplong = positionprice*(steppercentlong/100)
//trailingstepshort = positionprice*(steppercentshort/100)
//endif
//
//if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then
//newsl           = 0
//mypositionprice = 0
//endif
//positioncount = abs(countofposition)
//if newsl > 0 then
//if positioncount > positioncount[1] then
//if longonmarket then
//newsl = max(newsl,positionprice * newsl / mypositionprice)
//else
//newsl = min(newsl,positionprice * newsl / mypositionprice)
//endif
//endif
//endif
//if ts2sensitivity=1 then
//ts2sensitivitylong=close
//ts2sensitivityshort=close
//elsif ts2sensitivity=2 then
//ts2sensitivitylong=high
//ts2sensitivityshort=low
//elsif ts2sensitivity=3 then
//ts2sensitivitylong=low
//ts2sensitivityshort=high
//elsif ts2sensitivity=4 then
//ts2sensitivitylong=(typicalprice)
//ts2sensitivityshort=(typicalprice)
//endif
//if longonmarket then
//if newsl=0 and ts2sensitivitylong-positionprice>=trailingstartlong then
//newsl = positionprice+trailingsteplong + 0.2
//endif
//if newsl>0 and ts2sensitivitylong-newsl>=trailingsteplong then
//newsl = newsl+trailingsteplong
//endif
//endif
//if shortonmarket then
//if newsl=0 and positionprice-ts2sensitivityshort>=trailingstartshort then
//newsl = positionprice-trailingstepshort
//endif
//if newsl>0 and newsl-ts2sensitivityshort>=trailingstepshort then
//newsl = newsl-trailingstepshort
//endif
//endif
//if barindex-tradeindex>1 then
//if longonmarket then
//if newsl>0 then
//sell at newsl stop
//endif
//if newsl>0 then
//if low crosses under newsl then
//sell at market
//endif
//endif
//endif
//if shortonmarket then
//if newsl>0 then
//exitshort at newsl stop
//endif
//if newsl>0 then
//if high crosses over newsl then
//exitshort at market
//endif
//endif
//endif
//endif
//mypositionprice = positionprice
//endif
//
//if (shortonmarket and newsl > 0) or (longonmarket and newsl>0) then
//if positioncount > positioncount[1] then
//if longonmarket then
//newsl = max(newsl,positionprice * newsl / mypositionprice)
//endif
//if shortonmarket then
//newsl = min(newsl,positionprice * newsl / mypositionprice)
//endif
//endif
//endif
//////////////////////////////////////////////////////////////////