My air conditioning,signal lights,speedometer gas gauge and power window are not working while the engine is running but everything works if the battery is on only.

I'm thinking that there is a problem with the ignition switch, cutting off the power supply to these accessories, as when you start you car, all power is diverted to the starter and ignition system, when releasing the key to the on position the circuit is interrupted.

But sometimes it works especially if the weather is hot

But sometimes it works especially when the weather is hot.

There may be a resistor somewhere for this circuit that may be going bad, not sure, still leaning toward the ignition switch...

The only thing that works is the radio when it does that.also I am smelling burn oil coming from front passenger side of the car.

Oil smell is oil burning off the motor or exhaust, probably a leaking valve cover gasket. Radio may be wired direct to a power source, can the radio play without the key on?

Yes it does so how can I check if there's a resistors going bad.

Or the ignition switch

These are things that need to be checked by a qualified persons, not necessary a certified mechanic, just someone who knows there way around a vehicle. The ignition switch is usually down toward the floor on the steering column and the resistor would be in the engine compartment if there is one, but I am not real familiar with Mercedes Benz, as they are not my forte'.

Hi Freddy, did you find the answer to the problem, as my Mercedes is doing the same thing now...