@robin-dhillon tks for your answer. I insert timeframe=bt.TimeFrame.Minutes when feeding the data. It's solved!

add the output:
Starting Portfolio Value: 100000.00
2019-01-03, Close, 3843.86
2019-01-03, BUY CREATE, 3843.86
2019-01-03, Close, 3830.78
2019-01-03, Close, 3826.99
2019-01-03, Close, 3835.96
2019-01-03, Close, 3838.95
2019-01-03, Close, 3833.47
2019-01-03, Close, 3842.83
2019-01-03, Close, 3841.83
2019-01-03, Close, 3849.04
2019-01-03, Close, 3834.59
2019-01-03, Close, 3820.00
2019-01-03, Close, 3824.38
2019-01-03, Close, 3823.14
2019-01-03, Close, 3820.53
2019-01-03, Close, 3825.02
2019-01-03, Close, 3828.88
2019-01-03, Close, 3826.98
2019-01-03, Close, 3805.00
2019-01-03, Close, 3806.17
2019-01-03, Close, 3805.81
2019-01-03, Close, 3812.69
2019-01-03, Close, 3811.52
2019-01-03, Close, 3802.01
2019-01-03, Close, 3804.00
2019-01-03, Close, 3800.07
2019-01-03, Close, 3818.02
2019-01-03, Close, 3813.94
2019-01-03, Close, 3817.36
2019-01-03, Close, 3808.52
2019-01-03, Close, 3796.70
2019-01-03, Close, 3804.98
2019-01-03, Close, 3806.70
2019-01-03, Close, 3748.73
2019-01-03, Close, 3738.00
2019-01-03, Close, 3755.03
2019-01-03, Close, 3748.46
2019-01-03, Close, 3748.06
2019-01-03, Close, 3757.89
2019-01-03, Close, 3751.55
2019-01-03, Close, 3756.00
2019-01-03, Close, 3772.82
2019-01-03, Close, 3780.03
2019-01-03, Close, 3775.07
2019-01-03, Close, 3771.26
2019-01-03, Close, 3760.44
2019-01-03, Close, 3773.79
2019-01-03, Close, 3764.44
2019-01-03, Close, 3766.78
2019-01-04, BUY EXECUTED, 3767.20
2019-01-04, Close, 3746.79
2019-01-04, Close, 3750.30
2019-01-04, Close, 3762.93
2019-01-04, Close, 3766.23
2019-01-04, Close, 3761.68
2019-01-04, Close, 3758.65
2019-01-04, SELL CREATE, 3758.65
2019-01-04, Close, 3760.13
2019-01-04, Close, 3780.04
2019-01-04, Close, 3773.00
2019-01-04, Close, 3775.33
2019-01-04, Close, 3768.86
2019-01-04, Close, 3779.90
2019-01-04, Close, 3788.87
2019-01-04, Close, 3783.02
2019-01-04, Close, 3786.19
2019-01-04, Close, 3783.28
2019-01-04, Close, 3786.03
2019-01-04, Close, 3771.34
2019-01-04, Close, 3767.14
2019-01-04, Close, 3764.35
2019-01-04, Close, 3766.04
2019-01-04, Close, 3775.48
2019-01-04, Close, 3772.97
2019-01-04, Close, 3757.55
2019-01-04, Close, 3755.55
2019-01-04, Close, 3755.52
2019-01-04, Close, 3747.13
2019-01-04, Close, 3744.00
2019-01-04, Close, 3744.92
2019-01-04, Close, 3717.14
2019-01-04, Close, 3719.21
2019-01-04, Close, 3725.28
2019-01-04, Close, 3736.98
2019-01-04, Close, 3747.50
2019-01-04, Close, 3741.79
2019-01-04, Close, 3745.22
2019-01-04, Close, 3734.98
2019-01-04, Close, 3730.00
2019-01-04, Close, 3738.76
2019-01-04, Close, 3739.53
2019-01-04, Close, 3738.26
2019-01-04, Close, 3764.24
2019-01-04, Close, 3780.22
2019-01-04, Close, 3802.36
2019-01-04, Close, 3791.24
2019-01-04, Close, 3790.98
2019-01-04, Close, 3794.33
2019-01-04, Close, 3792.01
2019-01-05, SELL EXECUTED, 3790.09
2019-01-05, Close, 3810.44
2019-01-05, Close, 3811.76
2019-01-05, Close, 3798.07
2019-01-05, Close, 3803.58
2019-01-05, Close, 3817.21
2019-01-05, Close, 3811.88
2019-01-05, Close, 3807.89
2019-01-05, BUY CREATE, 3807.89
2019-01-05, Close, 3815.00
2019-01-05, Close, 3820.50
2019-01-05, Close, 3815.72
2019-01-05, Close, 3828.81
2019-01-05, Close, 3834.01
2019-01-05, Close, 3811.10
2019-01-05, Close, 3799.45
2019-01-05, Close, 3800.55
2019-01-05, Close, 3785.15
2019-01-05, Close, 3791.61
2019-01-05, Close, 3793.56
2019-01-05, Close, 3793.00
2019-01-05, Close, 3790.36
2019-01-05, Close, 3785.72
2019-01-05, Close, 3787.94
2019-01-05, Close, 3796.74
2019-01-05, Close, 3801.26
2019-01-05, Close, 3808.24
2019-01-05, Close, 3802.47
2019-01-05, Close, 3790.68
2019-01-05, Close, 3793.84
2019-01-05, Close, 3787.78
2019-01-05, Close, 3787.45
2019-01-05, Close, 3807.61
2019-01-05, Close, 3785.58
2019-01-05, Close, 3804.28
2019-01-05, Close, 3797.19
2019-01-05, Close, 3797.48
2019-01-05, Close, 3801.36
2019-01-05, Close, 3806.08
2019-01-05, Close, 3809.02
2019-01-05, Close, 3812.66
2019-01-05, Close, 3810.98
2019-01-05, Close, 3803.24
2019-01-05, Close, 3803.68
2019-01-05, Close, 3805.40
2019-01-05, Close, 3806.57
2019-01-05, Close, 3776.40
2019-01-05, Close, 3786.62
2019-01-05, Close, 3780.07
2019-01-05, Close, 3770.96
2019-01-06, BUY EXECUTED, 3771.12
2019-01-06, Close, 3775.74
2019-01-06, Close, 3786.76
2019-01-06, Close, 3784.40
2019-01-06, Close, 3765.65
2019-01-06, Close, 3767.69
2019-01-06, Close, 3771.82
2019-01-06, SELL CREATE, 3771.82
2019-01-06, Close, 3766.74
2019-01-06, Close, 3771.15
2019-01-06, Close, 3765.19
2019-01-06, Close, 3767.90
2019-01-06, Close, 3782.03
2019-01-06, Close, 3777.75
2019-01-06, Close, 3776.79
2019-01-06, Close, 3772.22
2019-01-06, Close, 3761.55
2019-01-06, Close, 3767.94
2019-01-06, Close, 3766.73
2019-01-06, Close, 3772.88
2019-01-06, Close, 3773.02
2019-01-06, Close, 3771.30
2019-01-06, Close, 3772.33
2019-01-06, Close, 3796.99
2019-01-06, Close, 3802.92
2019-01-06, Close, 3814.24
2019-01-06, Close, 3803.07
2019-01-06, Close, 3790.81
2019-01-06, Close, 3796.01
2019-01-06, Close, 3798.61
2019-01-06, Close, 3797.39
2019-01-06, Close, 3801.35
2019-01-06, Close, 3815.05
2019-01-06, Close, 3806.82
2019-01-06, Close, 3810.23
2019-01-06, Close, 3813.39
2019-01-06, Close, 3993.09
2019-01-06, Close, 4007.11
2019-01-06, Close, 4001.99
2019-01-06, Close, 3989.09
2019-01-06, Close, 4001.85
2019-01-06, Close, 4002.46
2019-01-06, Close, 4001.87
2019-01-06, Close, 3977.16
2019-01-06, Close, 3959.57
2019-01-06, Close, 3967.49
2019-01-06, Close, 3984.91
2019-01-06, Close, 3970.36
2019-01-06, Close, 3999.43
2019-01-06, Close, 3987.60
Final Portfolio Value: 100239.37

I am testing the sample code in doc>quick start with hourly OHLC data instead of daily data feeds. I find any order created will only be executed at next day open rather than next bar open. Is there any parameters I shall adjust in the code please?