I had problems with moonwalking too. the thing is trying to moonwalk out of the stand wont get anywhere especially when you just started practicing the moonwalk.
Like everything in smash it takes practise. Getting sexy is a progress!
To start, I would recommend you to do it out of the WALK.
start walking one direction, wait a short moment (there are 3 different walking types: slow, middle and fastwalk.) and then start moonwalking by flicking the controllstick back and diagonallydown/in a halfcircle/NOT through the center forward again. moonwalking out of the fastwalk gets you the farest, with any char. If you do this you will see recognizable results even if you did it slow.
As you get comfortable with walk->moonwalk try to dashdance to moonwalk. the key for me was not to try to dashdance (immediate) to moonwalk, really hectic and felt uncomfortable, just perform a "medium" long dash (or foxtrot) to one side and then try to moonwalk just like the walk only a little faster.
Try this and tell me if it worked