My son ran away all the time when he was 4; even @ home. Prior to leaving to go somewhere, I would remind of the rules - that he needed to stay by me and if he ran away he would not get dessert that night or computer time. We had a very scary experience when he was young; he ran away and was missing for 4 hours; I was beside myself - we called the police and I called a friend; who had 7 cars in my driveway within 10 minutes to look for my son. Gratefully he was found near our property (we lived on a 3 acre parcel at that time) The next morning I decided enough was enough and I need to get some sanity back. The next day when he went to play outside I reminded him he must stay in our yard or he would be inside for the entire day. He (of course) ran off and this time...I told him...OK...we're inside the entire day. This was hard as I spent the entire day chasing him as he tried to open doors and go outside - but I was determined...and that is all I did...made sure he stayed inside; there was a lot of tears and crying and tantrums...but we made it through the day...the next day I reminded him that he had to stay in our yard...and he did...I of course rewarded him for his good behavior and life became a whole lot better...I know the anxiety, fear and terror of having a child run away...it happened all the time when he was young...Big Hug...and good luck...

Playing "red light, green light" is a really good way to start getting your kiddo to listen when you say stop. Even doing it every day with therapists though, it still took my kids months to get a better grip on it