There are a number of this that may be causing your issue. Below are the most likely ones
- Weak signal within the area for the carrier/network service provider currently used (this is true if by "turning itself off you do not mean that the data connection setting disables itself). Try a different carrier and observe
- Corrupt system cache - this is more true if you did not have to deal with this issue when the phone was still new. Download and use an app called "App cache cleaner"
- Defect device - this is true if the phone has always behaved like this ever since it was bought (it must turn the data connection toggle settings off). You should contact AG Mobile at 0861 24 33 33 for warranty claims if the still valid
- Glitchy firmware - apply any available update of have it reflashed
- User fault - though on rare cases :) , some issues are ascribes to the omission of the user.
It will by far be best to get in touch with AG Mobile's CS at the above given number for assistance with the issue (be it in-warranty or out of warranty) as resolving certain possible causes may be too advanced for an end-user. Please kindly comment below if there be any further question on this and we will gladly advise further.