I went through this. The problem here is you're having trouble incorporating. Here's what I did. First though, you must be sure you can wavedash. You said you can do it in Training, so I'm assuming you can.
Go on Melee mode, set infinite time, and play against Marth, Roy, Donkey Kong, or Bowser on Final Destination. These character work best, because they are close range fighters and must be near you to hit you. To practice situational wavedashing, continually wavedash away as they approach you. Let them chase you across FD, and roll behind them, or jump over them, and start the other way across. Over and over and over again. It gets real tedious and frustrating admittedly, but after a 15 minute session even, you will feel much more comfortable doing it the next time. If you have trouble, because they advance on you too quick, or do too many dashing attacks, lower their CPU level. The lower the level, the slower they come at you.