I agree with those that say it comes from the inside. Good hay and a good overall supplement should do the trick. If needed, feed 1 cup of oats and a rice bran product like ADM Healthy Glow.
Then don't use plastic brushes!!! Yikes! They damage the hair (no shine) and reapply dirt to the horse's coat (no shine) and also remove and trap the natural oils (again no shine).
What you need are some good natural horse brushes
. Then your horse will shine without chemicals.