#define M5 (5*BarPeriod)
#define M1 (BarPeriod)
function run()
{
Capital = 5000;
Margin = 0.1;
BarPeriod = 1;
NumWFOCycles = 10; // activate WFO, 10 cycles

TimeFrame = M5;
vars PriceM5 = series(price());
vars TrendM5 = series(LowPass(PriceM5,1000));
vars SignalsM5 = series(0);

TimeFrame = M1;
vars PriceM1 = series(price());
vars TrendM1 = series(LowPass(PriceM1,1000));
vars SignalsM1 = series(0);

Stop = 4*ATR(100);
FuzzyRange = 0.001*ATR(100);

var Valley = valleyF(TrendM1),
Peak = peakF(TrendM1);
SignalsM1[0] = orF(Valley,Peak); // store the signal
SignalsM5[0] = orF(Valley,Peak); // store the signal
if(fuzzy(Valley))
exitShort();
if(fuzzy(andF(Valley,notF(Sum(SignalsM1+1,3)))))
enterLong();
if(fuzzy(Peak))
exitLong();
if(fuzzy(andF(Peak,notF(Sum(SignalsM5+1,3)))))
enterShort();
}

This approach appears correct on the surface, but why are you not making any use of the TrendM5 series? It defeated the purpose of changing the timeframe.