how can i make drone fly in same location? (not go left, right, forward, back)
You cannot run positional control with a PID unless you have a control signal for position. You might be running PID off of one of your sensors (which is probably an accelerometer) and your disturbance forces (shown below as Td are the other forces acting on the drone and include wind and sensor, and control error) are too great relative to your desired signal. To truly run you position control closed loop, it's best to actually sense position instead of an estimated position (from an inertial sensor).



See this example for floor robots, of why it's difficult even if you almost know where your robot is. 

There are several ways to do this:


Add GPS, or even better GPS with RTK to follow to allow the drone to locate its position.
If you know something about the area the drone is flying in, you can use Monte Carlo localization to let the drone estimate its postion relative to a preprogrammed map internal to the drone.   
There are also infrared tracking systems that can give mm accuracy but they are beyond most budgets.