It's quite possible he is very stressed. I have a few questions regarding your setup though.

1). What kind of bulbs are you using?

2). How big is your tank?

3). Do you have a temp/ humidity gauge?

Pics would help greatly. I don't recommend picking him up everyday due to the oils on our hands that can harm amphibians. Frogs are very sensitive and absorb substances through their skin. Is this a white's tree frog, or Green tree frog? Also, I wouldn't leave the heat lamp on 24/7 if it isn't a red or black bulb.

Good luck!