I have a 94 Dodge Ram when the engine is cold and I come to a stop rpms drop down to almost zero before coming back up to proper running idle unless I change gears to neut at first when engine is cold

May be check your vacume hose,s.

but it only happens Wen engine is cold?

when engine cold and I come to a stop in drive it drops down to 0 RP M's and then shoots back up by itself unless I put it in neutral or 2nd gear then it is fine. When engine is warm after a few minutes everything is OK

Sounds like possibly dirty/faulty idle air control valve or dirty throttle plate.

brand new idle air control valve brand new throttle position sensor and mass air flow is good as well

Name brand idle air control valve or one of the cheap on line ones? Went thru three cheap ones(two did not work right out of the box, one lasted a month) before I finally broke down and paid top dollar for a good one at a local auto parts store. Fixed the issue. Have you visually watched yours work?

http://ramchargercentral.com/vehicle-help/1994-dodge-ram-check-engine-codes/ and--- http://dodgeforum.com/forum/general-tech/8717-service-engine-codes-for-obd-engines.html ....you can get a diagnostic from CEL flashes, since your 1994 does not have OBDII that you can use a scanner

http://dodgeram.info/Engine-Gas/OBDI/pcm_fault_code.htm ...is another, a real good site to help you

yes I bought idle air control valve from auto parts store new still didn't work did the key code and got error code 37

torque converter solenoid?

Thinking low fuel pressure