RF 433MHz Rx/Tx: Not Communicating

jremington:
Show your wiring diagram. Did you solder connections to the modules?

For transmitter my connections are:
Tx - Nano
Vcc - 5v
Gnd - Gnd
ATAD- D12 (I also tried D11)

For receiver my connections are:
Rx - Mega
Vcc- 5v
Gnd - Gnd
Data - D11 (I also tried D12)

I've watched tutorials where they did not put an antenna(wire) but they seems to work, so I didn't attached antenna(wire).

I am using this RF Rx/Tx