What are these objects on the night sky generally between 8:00 and 11:00 PM? Many time I saw a moving star in the night generally been 08:00 to 11:00 PM. It is not any satellite, because it move in all directions, although it moves in a straight line. Sometimes from north to south, and sometimes from east to west and vice versa.

It is also not a comet, because its brightness is continuous, and it moves continuously in a direction. It is also not a plane ✈, because in the night a plane is travelling with three-four coloured light. And they generally do not move on the way of planes.

What are those moving stars?
Your objects sound like satellites to me. Why do you think they are not satellites?

Where I live at 40 degrees north latitude, these are the paths that we see the satellites moving (just a rough estimate: not a scientific count)
• 90% are in a polar orbit, so they generally move south to north or north to south (different parts of the same orbit). These generally follow lines of right ascension.
• 9% are inclined 50 to 70 degrees to the equator, so they cross the sky from NW to SE or SW to NE (different parts of the same orbit)
• 1% go across the southern half of the sky from west to east .
•0% go from east to west because there are very few satellites in such orbit.

As Jan mentioned, what is your latitude? That can affect which objects you see and where you see them. 

Also, how long are they visible? They ones you see with your unaided eyes will cross the sky in 4 to 7 minutes although the time they are visible can be less. You will see more in the eastern half of the sky after sunset than in the western half because of the phase angle.