I can't adjust the rear derailleur to shift properly. Sometimes it hesitates to downshift from 1st to 2nd and when it shifts to 2nd you can hear a faint clanking sound, like the chain is trying to skip teeth and change gears. Sometimes while upshifting or downshifting from between 3rd and 4th, the derailleur moves, but the chain stays at the same cog. Thats the best adjustment I could do. Basically, when I get the shifting to work correctly with the low gears (1st to 4th gear), the high gears (from 5th to 9th) stop shifting properly. And the exact same happens when I get it to work correctly at high gears. The shifting on low gears breaks. I can't get them all to work correctly.
Here are all of my parts:
SHIMANO ALTUS CS-HG201-9 cassette
SHIMANO ACERA RD-M390 9 speed rear derailleur
SHIMANO ACERA SL-M3000 9 speed shifter
The shifter and the cassette are brand new. The rear derailleur is a few months old. With my previous setup with the 7 speed freewheel it worked just fine.
I checked the derailleur hanger and it's not bent. I even replaced it with a brand new one. Still not shifting right. Also I checked the cable housings. The cables move into the housing freely with no binding or friction. The only housing that had a little friction was the last one that meets with the derailleur. I also lubed them all.
Update: It turns out it was the cable housings as Jeff implied. Now it shifts perfectly! I had to compare the "feel" of the old housings to the new ones by sliding a cable in each one of them. Then I could compare them and feel how a good cable feels like. The new one definitely felt much smoother and had less friction, so I decided to replace all of them.