Well i made a account just to help you ;)
If you insert a cheat make sure the right type is selected on My Boy! For example the walk trough walls, if you select auto it doesnt do the right thing.
It does Gameshark v3 but it must be Gameshark v1 action replay
Just try all of the cheat types and let me now if that worked ;)
P.s. I use that emulator too its da best