Weak Endgame/Failure to convert advantages

I am roughly a 950 rated player right now. My tactics trainer rating right now is 1400. I find that in almost all of my games I always acquire some sort of material advantage pretty easily in the openings and middle-game, usually a couple of pawns or a minor piece or maybe more. However, once we get to the end of the middle-game and into the endgame, I find I begin to deteriorate in my play. I often end up in a considerable positional weakness, and sometimes I even lose despite my matierial advantage.

This has happened for the past dozen or so games (both on chess.com and real). It is so frustrating to see what seems like a relatively won position degenerate into a lose, and I frankly don't see why.

Can anybody help me here? How can I improve my endgame and help convert advantages into wins?

I know how that feels. In fact, I once played a game where I wiped out half of my opponent's board, then dropped my queen to a revealed attack! (How embarrassing.) Fortunately, I had more than enough pieces left over to gain an easy victory anyway. That was before I paid attention to chess strategies.

Back to the point. When making moves, always ask yourself: what does this move achieve? Pieces should move with a purpose--extra material counts as no material at all if not used, hence the idea of gambits. If you have even the slightest bit of extra material, try to convert it into an attacking advantage. Extra material typically means a better position, because each extra piece means more possibilities! (In fact, I think I summarized the idea quite well in this forum post.)

The problem with tactics practice alone (I used to spend literally hours a day on chesstempo.com) is that it teaches how to win pieces in a given situation, and not what to do with the extra pieces afterwards. Once extra material is obtained, the simplest thing to do is simply to trade it off. The even better solution is to harness everything you have in an attack on the enemy king, making sure to use your extra material to aid you.

To get you started on attacking strategy, I strongly recommend watching this video. Afterwards, look up "Kingscrusher" (CM Tryfon Gavriel) on youtube, and take a look at some of his chess games. He smoothly explains his strategy and thought processes as he plays, and has upwards of a hundred videos online, and counting.

Depends what time you play with. You certainly ought to play long time controls.

The essential thing, like at any stage of the game, is to have an idea of what you want to do. The general ideas of the endgame are: to centralise the king; to use the active king and your active piece to create a passed pawn (which is essentially the way to convert a pawn advantage); never make a pawn move you don't have to; exchange pieces and not pawns when up material (the chances your opponent can draw with fewer pawns on the board increase); always pay attention to any threats and possibilities your opponent has (ways he can force the creation of a dangerous passed pawn for himself; possible forks to win material back or more). These should help you.

Also learn the mates against the lone king, how to win King and pawn against king and when that is a draw; these will teach you the important idea of opposition (which you can find in any endgame book).

Thanks for the responses guys.

First of all, I play on long time settings, usually 30 minutes, so I have plenty of time to think things through.

Its not basic mates that give me problems, and I already know about the concept of opposition. I learned basic mates a long time ago, and I know about endgame situations like king, pawn and rook vs king and pawn, Lucenna position, philador position etc. These are what I call late game positions. My problem is in what I call the late mid-game/early endgame. I try not to waste moves either. Every move I make is moving for a particular goal. I remember a game where I was up 4 pawns and had developed all my pieces, while he had developed none. I was slowly and steadily breaking apart his position, and it looked liked an easy win. We did not have the time to finish the game (this was during lunch in my school) I still retained the material advantage, but he had a much better position.

Anyway, thanks again for all your advice.

I personally reccomend purchasing Frisco Del Rosario's "A first book of Morphy" which Howard stern even delved in. I have to say that book and Silman's Endgame Course have been the most helpfuls and entertaining  chess literature I've ever purchased. Rosario's book outlines ten principles for every phase of the game based on a fellow named Purdy and a few other notable chess instructors of the past. It really boils down to the reality of chess, "Use inactive force and look for moves that smite." that is the two maxims that are presented for you to use at every juncture of a game and dang does it make sense. But one of the opening principles that really spoke to me and shook my understading was "Develop pieces with threat" in the modern era we're so washed up with opening theory that anything outside book moves are spited, but in the book with Morphy's games as example illustrate that principles typically crush inaccurate assumptions. 

As for Silman's Endgame course, well there really isn't any other Endgame book for the class player! Reading up through the C class section of that tome imparted into me a confidence like no other, I've encountered A class players at chess clubs that are quite weak in the endgames and many of them are not versed on that material. 

So in short I really think that Endgames (Ones that are relevant to your skill level), plus tactics, plus studying principles = A chess monster in the making. 

@bebopbox

as luck would have, "energia" is writing a series of articles on converting material in the endgame at the present time.

http://www.chess.com/article/view/being-a-piece-up-in-an-endgame

this article by Natalia Pogonina might give some helpful pointers too

http://www.chess.com/article/view/converting-winning-positions