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I have created a line. Then, I want to create a polygon from my line. I used the Vector->Geometry Tools->Lines to polygon and a little problem happened (look at the pics, I circled it with a red color):
Why did this happen? I have no line on the polygon where I circled red. I do not want that line on the polygon. I'm using QGIS 2.18.5.
You need to make sure that the lines are snapped correctly. You can set the snapping option from Settings -> Snapping option and select Snap to To vertex and segment, and set the tolerance to 10 pixels.
Then, if the lines are not connected (split), you need to use merge tool 
to merge the lines:
Once it is snapped and merged correctly, you can use Vector->Geometry Tools->Lines to polygon and it will create a polygon correctly.
Convert lines to polygonstool which you could try using. You can access it from the Processing Toolbox :) – Joseph Apr 3 '17 at 9:23