If your Game Boy game is no longer able to hold a save, yet can still be played fine, that most likely means that the battery in the game cartridge has run out of energy.

You can easily replace this battery, restoring the cartridge's ability to store save data. This replacement can be performed for much less than the cost of buying a new game. You just need to purchase a new battery.

http://www.pokemasters.net/forums/showthread.php?t=15464

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