Problem with 4 Channel Relay

I recently bought 4 channel relay. I am trying to get all 4 channel relay up and running in my alarm system project. When I connect 1 channel relay, the relay works fine and my project doesn’t crash but when I connect all the channels into my project, all relay works fine but the project crashes. Can you please see what it causing to crash? Can you please provide some solution methods for it? Thanks for all your help:
void Setup():
pinMode(RELAY1, OUTPUT);
pinMode(RELAY2, OUTPUT);
pinMode(RELAY3, OUTPUT);
pinMode(RELAY4, OUTPUT);

void Loop():
digitalWrite(RELAY2,LOW); // Turns ON Relays 2
delay(2000); // Wait 2 seconds
digitalWrite(RELAY2,HIGH); // Turns Relay Off

digitalWrite(RELAY3,LOW); // Turns ON Relays 3
delay(2000); // Wait 2 seconds
digitalWrite(RELAY3,HIGH); // Turns Relay Off

digitalWrite(RELAY4,LOW); // Turns ON Relays 4
delay(2000); // Wait 2 seconds
digitalWrite(RELAY4,HIGH); // Turns Relay Off

sketch_mar10a.ino (11.2 KB)

How is it powered? The small Arduino 5V regulator can't power lots of big relays.

It is powered through Arudino board

5V relays needs lots of coil current typically. Is the arduino switching the coil current directly, or is there a coil driver on the relay card? If separate drive, try providing the relay card with a non-arduino supplied 5V.