Does your dog only do what you ask when you're holding treats? No need to stress, it's simply a miscommunication between you and your dog. 

So, how do you fix it?
The secret to fading food rewards is to ensure that your dog has a clear understanding about what he is receiving the food rewards for. 
This is actually a fairly easy process;  by pairing a command with another word that indicates the dog has got it right before dispensing the treat.
I’ll explain – Ask your dog to sit, when he completes this behaviour say "yes" and then give the treat.  We call this a "marker word".

By consistently rewarding your dog the same way it gives a clear message about what you’re actually rewarding.  
Once a behaviour is reliable in a number of different locations then you can start to fade dispensing the treat every time.  
You can replace with a pat or ball throw or even verbal praise then next time reward with the treat.
The important thing is that you always use the word “Yes” that indicates that your dog has got it right.
Making sure your dog has completed the behaviour before you wave a treat also gives the dog time to process the instruction you’ve given and think about what he’s doing.

Don't feel rushed, clarity is key here not time. 

Happy Training!