Two types of retrieves are commonly observed among dogs – natural and trained.
Natural retrieve is observed in the dogs that belong to the breed that can retrieve itself without requiring any or much training in formal manner. I had a black Lab when I was living in a small town of Canada, situated in its mid-western region, that drops a stick he was carrying in his mouth while coming up in front of you. He used to chase the stick to pick it up and bring back to you, if you pick it up and throw it again. After putting the stick in front of you he used to wait for your throw for the next time. In this way he goes on retrieving again and again in a natural manner unless you give up throwing the stick after being tired.
The second type of retrieve is trained retrieve in which the dog has to be trained to do the things correctly. You can train nearly every dog to retrieve the things correctly on your command. A dog may take from ten minutes to one month to understand the basics of retrieving depending up on his breed, personality and persistence of the trainer along with thorough efforts and the techniques used. If the dog understands that the trainer is an Alpha dog or the boss and already understands some of the basics of obedience training then his retrieval training can be quite faster and easier. He must understand the commands like Come, Go and Sit etc.
First of all you will have to train your dog to use his mouth the hold certain things. When I was giving AKC obedience training on trial basis to my dog then I used a dumbbell made of wood for this purpose, as it was required by them. But to train your dog you can use anything that is large enough so that your dog easily holds it in his mouth as well as you can easily remove it from the dog’s mouth. A toy dog, a ball or a leather glove can be the best options for this purpose. While training your dog for come and sit commands, you should keep a leash on him to train him reliably and control him effectively.
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