I have trouble with HitFilm 4 Pro.
I play the preview and will move the time bar. But everytime I click or push a button on the keyboard the preview will stop.
Is this a bug or can I thange this?
I don't think it is a bug. This is how Hitfilm operates with most UI actions stopping playback.
The preview is similar to AE (After Effects) "Ram" preview, So essentially even in AE if you want to preview your composition you would click the ram preview. At which point it will allocate system ram to the buffer to allow for smooth playback. So by clicking anywhere while the blue progress bar is progressing you will interrupt the ram process which stops the preview to that point. Also in Hitfilm it seems that depending on the composition you are working on and what effects and such is applied to said composition it will only preview so far as well. I have found that by going to "file" then selecting "options" then click the cache tab. There is a setting to adjust the ram amount which has allowed me to "preview" further than the default amount set by Hitfilm.