Yes you can create a self moderated topic in the gambling section, here are the exceptions, or the sections you can't moderate your own topics in:
The excluded sections are Meta (except for this topic), Scam Accusations, Important Announcements, and Auctions. Tagged scammers can't use this feature.
One more board:
Archival. You can not set up self-moderation for your topic in this board.
In addition, I'd like to note that the Archival board is for old stuffs ~ old topics that you no longer use it, hence you will move them to Archival and probably should lock it.