How can I fix my Car CD/MP3 Radio Player, Atlanta, A6877?

How can I fix the Memory Problem with this player Car CD/MP3 Radio Player, Atlanta, A6877 with all its features like clock, radio stations memory preset, CD record position where it last played?
I can set everything up and switch modes between them, they seem to work fine (keeping their memory). But as soon as I turn the car power off, there is no clock shown (no more power?). Next I turn it ON again, now it's back to the beginning as nothing is set, then I have to scan to the radio station that I'd like to listen to or set it back to where I last listen to an audio/music CD.

What do you think could have gone wrong here?
I installed it myself several weeks ago.

I used to have a Sansui car radio cassette player using this wiring setup, it worked fine. There was no memory loss with the radio station and the clock still ticking after turning off car power with this player.

Thank you.