I checked the book and didn't see that Dally said that. Johnny did say that as he was dying, and he passed along the message "Stay gold". Stay gold referred to a poem that Pony liked but couldn't quite figure out. He read it to Johnny when they were hiding in the church after the death of the Soc. Johnny apparently understood the meaning of the poem because he applied it to Pony in his last breath. He knew of all the gang that Pony was gold;he was gold because of his goodness and innocence. Pony was the chance to escape the Greaser mentality because of his brothers' love and his intelligence. Johnny knew he nor Dally would ever achieve gold. They had suffered too much abuse or indifference from the families that should have loved them and guided them to gold.