J1 research scholar visa, on my personal fund, I’m not getting paid by any US company and or foreign agent, my parents are transferring it to my bank account do I file?

In general, there is no filing required if there is no "taxable" income.  Monies gifted/ loaned by family members from home country do not count as income. However, depending on the country you are from ,  scholarships/ grants  etc. may be treated as personal income ( need to check the  Tax treaty between  US and your country ).

Therefore, please tell which country are you from, when did you enter USA with J visa, where are you a researcher or student, is this your first stay in the USA  for the years 2016, 2017 and 2018 ?

From Jordan, I entered US as a researcher on JUNE.9th.2019, I came to US three times before but all on b1/b2

Assuming that your visits to the USA using B-1 / B-2 visas were shorter than  31 days  (and when ), they generally would not influence your  taxpayer status. So I am generally inclined to assume that for 2019 you would  be  a non-resident alien. This plus that fact you do not have any income from US sources, leads me to say  there is no reason for you to file a tax return.  If you did have income from US sources, you would have to file a form 1040-NR ( which is not supported by TurboTax ---  their partner SpinTax  takes of these forms  ).    Good Luck