I don’t know…my guy is pretty shiny and he’s just out on pasture (he gets some alfalfa pellets and a touch of Strategy for flavor. Plus in the morning he gets the “Joint Combo Hoof & Coat” supplement (it’s on SmartPak but I just buy mine in a tub from Tractor Supply when I need it since its on the way to the farm) which includes biotin, among other things, and I figure helps with his coat.
But basically…like the other replies say, you may need to figure out if he’s missing something important in his diet. And if you add some oil or fat, maybe cut back on other feed so you’re not just adding calories.
It may also simply be that he needs a good grooming routine (I have no idea what yours is, I’m just tossing it out there). I wouldn’t necessarily bathe more often or something like that (soap strips hair after all, which is why conditioner tends to be important for people hair too) but a good currying done frequently can do wonders.