For you to download on schedule, ADM requires a running service program. Make sure you do not close the service after you have enabled your scheduler.
You can do this by:
- Giving ADM a higher memory priority (so that it will not be killed when system memory is low)
- Whitelisting ADM in phone's power saving features, task killers or hibernation programs
- Enabling a persistent notification to keep the program's services running in the background. (Settings >> Notification Manager >> Always allow) See screenshot:

See: How to schedule downloads in Advance Download manager, and check if it works
Also keep it running in background through phone manager:

I had a similar issue with other apps automatically closing but this solved may problems. Hope it helps.