I'm gonna agree with horse_love, sit down deep. Put your heels down, over exaggerate a bit, just so you'll sit down as deep as you can in your saddle. Once you've fixed the rocking, dont exaggerate it anymore.
I've done that on a horse that is hard to canter/keep in canter, and rocking helps THEM get in the flow of it. Can you ride a different horse for a day, and possibly see if your still doing it?