Screaming at top of lungs

My 5 month old will sleep 4-5 hours straight in my bed but as soon as in own bed will sleep maybe an hour before is screaming bloody murder just to be picked up and held while sleeping. I have try everything and still nothing I know not hungry because will have just got done eating and is asleep in my arms and screams when is put down but during the day for a nap can sleep alone with no problem I don’t get it.