This post is actually a note for the future searchers, since other similar topics have already been closed:
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JDY-31 Bluetooth module works great with Software Serial but doesn't with Hardware one (RX/TX pins)
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Nano v3 + JDY31 hw serial - Arduino not receiving
Brief description of a problem:
If one connects a JDY-33-like bluetooth module to hardware RX/TX pins of Arduino UNO or Nano, the data can be transmitted from Arduino to JDY-33 module successfully, but not in the opposite direction.
In other words, the JDY-33 module understands what Arduino sends to it, but Arduino does not understand what JDY-33 module tries to send in reply (even if the TX LED blinks on the board!).
I believe I have found an answer to the question of why this is happening (and also, why this does not happen with the HC-05-like modules (reportedly)).
The reason seems to be the presence of the on-board USB-to-serial chip (e.g. CH340G) connected to the very same RX and TX pins of the microcontroller. It seems the JDY-33's TX pin is just too weak to pull down the TX line of the USB-to-serial module. Therefore it was reported to work fine with SoftwareSerial, but not with the hardware serial interface (with USB-to-serial chip attached).
Another symptom is that this module works perfectly fine with the hardware RX/TX of Arduino Pro Mini which does not have an on-board USB-to-serial chip. It does also work well with any USB-to-serial adapter attached to a PC.
So I tried the following rather naïve schematic to adapt the JDY-33 module to Arduino Uno. The idea is simply to put a PNP transistor in between, with its base connected to JDY-33's TX pin, and its emitter -- to the RX pin of Arduino Uno board like this:
I am really not sure this is a correct schematics, but afther this modification, the JDY-33 module started to talk to Arduino Uno absolutely fine in both directions, and does not even require to disconnect the module for programming.
A small note: I actually use some no-name replica of Arduino Uno, which, although works at 5V itself, applies 3.3V to its TX line, so there is no need in voltage divider in my case. And I doubt this simple connection of a transistor would work for 5V TX level.
I do also believe my findings may be a possible answer to this question on the forum: