I have subscibed to a MQL-Signalprovider, but when I connected my account, all my open trades were closed, so the suddenly closing generated some losses over 400 Euro.
Can I avoid this in the future?
Yup, MT cannot match your open trades to the signal so automatically closes them. You should never open any other trades when connected to a signal.
It should be simple to open extra accounts with your broker to use for other EAs, signals or manual trading.