You are creating track-bar inside while loop, that's why you are getting new track-bar on each frame.
So change your code like,
# Make a window for the video feed
cv2.namedWindow('frame',cv2.CV_WINDOW_AUTOSIZE)
# Make the trackbar used for HSV masking
cv2.createTrackbar('HSV','frame',0,255,nothing)
while(True):
# Capture frame-by-frame
ret, frame = cap.read()
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