How to create automatic volume fade for MIDI notation?

If the VSTi you are using supports it, you can use CC11 Expression instead of volume. CC11 goes from 0 to 127 BUT within the max volume you have set. So if your volume (CC7) is 100, CC11 with a value of 127 will result in a volume of 127, CC11 = 63 would be a volume of 50. I hope this is making sense.
 
This allows you to control the relative volume of a track independent of the overall volume. CC7 volume can then be used in mixing and keep the CC11 changes in place.

I would do this:
 
• At the start of the track, set both Controller 7 and Controller 11 to 90 (or some other value that is not at the bottom or the top).
• Highlight the region for the fade.
• Go to Insert | Insert Series of Controllers. Use the dialog box to fade controller 7 them from 90 to 0.  (Of course, you may not want to go all the way down to zero.)
• Now if you want things louder or software, you can just change that one instance of Controller 11 to a higher or lower value.
• **OR** instead of using Controller 11 at all, you can highlight that range of controller 7 events and use Find/Change to change Controller 7 from 0 to 90 to some other range (like 0 to 70 for quieter or 0 to 127 for louder).
 
Frankly, I don't use Controller 11, and I just use Find/Chnage to change my Controller 7 value—but using Controller 11 as an overall volume makes sense.  I just got in the habit of doing things the other way.
 
Now I don't change MIDI volumes in most cases: I automate the audio track or bus.
 
NOTE: I find that Sonar inserts too many controller and pitch wheel messages.  Controllers are not usually a problem, but the huge number of pitch wheel messages Sonar inserts can really slow down your computer.  There are CAL programs to thin out Controller or Pitch Wheel messages.  When I use those, I go to the event list and unselect the starting and ending values so CAL doesn't remove them.

DRanck, For my education, what is the difference in using CC11 v CC7 for volume changes?
 
The reason I use CC7 more frequently is that it is pretty universally recognized by virtual instruments as well as hardware synths (e.g., Vienna, RealGuitar, Scarbee Bass).
 
From the controller names, it does seem like the original intent was to use CC7 as an overall instrument volume and CC11 for crescendo/decrescendo (which is what I think you are saying), but it just doesn't seem like it ended up that way since pedals and VIs all seem to go with CC7.
 
I really don't have any preference for one over the other, but thought I'd get your ideas.
 
For the original poster, though, you can use one for overall volume and one for fades; or you can use Find/Change to edit your fades later, so you have a wealth of options.
 

I use the little red envelope tool at the end of the track now for fades.