Accounting setup has to be built ontop of a "fiscal localization" template and not from scratch for the error not to pop. If you built from scratch, for some reason that error will show. 

Enable developer mode and check accounting settings for fiscal localization options but know that once a journal entry is created in that company, you wont be able to change or see the option. If you have posted entries and can afford, set them to draft you should see the option again. Im on V16

we set all of chart of accounts for all companies but massage still appear 

mostly you missed to fully configure one of your companies

you should configure COA for every single company in your multi-company structure

create required journals, taxes ... etc and other localizations

Please check and confirm did you set chart of account for all companies?if no means please configure chart of accounts of all companies as well.If yes means can you put a screenshot account settings and pos settings.