RS232 to Arduino Mega

These are the connections of the 5 pin RS232:
1 - CTS
2 - DTR
3 - GND
4 - Rx
5 - Tx

Is that the pin-out of a converter that you are using?
Please provide details.

Do you have an oscilloscope or a voltmeter?

If you connect an LED with a 1K resistor in series, between TX and GND, does the LED blink?
If you connect an LED with a 1K resistor in series, between RX and GND, does the LED blink?
[It may not be easy to see, but at 1200 baud some LED fluctuation should be noticeable.]
That will tell you which/whether a line is "alive".