Fades are best left for the final song file Audio Mix. If however you wish to do this in Midi then this needs to be done on a track by track basis. Decide on the start of the Fade highlight a blank Midi track. Open Edit > Fill. Fill Type "Controller"; Start "127" End "0"; Midi Channel 1 Select OK; Controller Number "11"; Select OK.

If you now look in the Event List; Hot Key "F2" you will find a string of CC11 entries running from 127 to 0. Copy the highlighted area and Paste to each Midi track in the song. If you don't like it, open the song anew and try again with a longer section highlighted. Why CC11 and not CC7? Both affect Volumn but in different ways. CC11 works as a gain control to vary note sound values within a track. CC7 is used to control the overall track gain within the Mix. If you use CC7 within a track to achieve the CC11 effect ,then each time you change the track gain in relation to other tracks within a Mix. you will need to revisit and change each CC7 within that track. They can both be used for Fades, but CC11 is preferable. In practice, I prefer a Start value of 100 as 127 may actually increase the Gain on the track before the Fade starts, especially if CC7 is used. You need to experiment.