Well if the two wires were reversed then the radio would stay on. The wiring harness colors are universal so the Alpine should be the same as the Jensen. The red is is the ignition wire it has power when the car is turned on. the yellow wire is the memory this should have a wire that is always hot. maybe that wire isn't always hot or it just has a loose connection. You can always run a 16 gauge wire from the battery with a fuse and run it to the yellow wire on the headunit and this will work.