Your first move should be posting a clear pic( with no tack or other horses around him) on www.netposse.com
it's a site for stolen horses, second you said he was micro chiped ( good thing and this can work in your favor) have you consulted a vet about the last known data entrie on the pony?. Please don't not count on the police or sheriff dept finding your horse....i know i'm married to a sheriff dep .....only to recover is your best bet...it's a lot of work to find a stolen horse but the average person can do it just being wise on what you are doing.
First step like I said post on netposse.
2nd have you track down the trader in that area....i know there could be sevrel but they can all lead to you down to one.
3rd get a court odderd satement changing all info on the micro chip to be put in your name and list it as stolen...a vet by law will have to turn new owner info over to law enforcement it chip reads as stolen.
4th contact all vet's in that area and with in a 300 mile raidus with phone calls or emails to see if any one has had him vet checked before buying.
5 HAVE PROOF OF OWNER SHIP.....
That's all good luck let me know if you need more help