The first thing you should do is to have a worm count done on his fecal matter. This can be done for a low price by most vets. If your horse has a lot of worms, that can cause him to struggle with gaining wait, and a fecal test can help determine how much and of what worms your horse has. To gain weight, I suggest feeding either beet pulp or rice bran. Both will help your horse gain weight. Rice bran especially will not give your horse a ton of energy, which I know can be a problem with thoroughbreds.