G-Benz is correct!

My 1989 300E had the same problem! Replaced the combination relay located behind the fuse block under the hood just last week. It is the retangular looking one in the front middle of the relay box. Ordered my new relay from Autohauz.com for about $59! Look under electrical misc on their website. I took my old one out and shook it. Something was loose inside! Turned out to be the contact for the signal relay inside broke off! Good luck!