We may need to know what signal unit you are working with. When you say all the lights light up, do you mean the left and right sides light up at the same time? Or just all the lights on the side you select?.
Yes, a LED set up needs an electronic flasher unit as the LED's don't have enough load or current draw to work with the older style flashers. Normally though when trying to run the older flash units with LED's, they will at least flash, but at a fast rate. So maybe something else is wrong. Try connecting a regular incandescent bulb in the circuit and see if it flashes and that will tell if you are wired correctly.