Auto_Close is an option of the database. If set to ON, the database is opened and closed each connection. The procedure cache is cleared every time in this process. If the database is a heavily used database, this causes a serious performance problem.
You can set Auto_Close option to OFF in your database with the help of the following script.
ALTER DATABASE [deneme] SET AUTO_CLOSE OFF;
Or right-click on the database and go to the Options tab. Then set it to False as follows.