Berlin; I was wondering if your hair has enough moisture? That is, it's not dry is it? If it's dry, of course you already know to use a good moisturizing shampoo. Or maybe you could use a different setting lotion. I'm using one by Proclaim, it's blue liquid. I'm not sure what's available in the Netherlands, but it may be worth another look around and see whats available.
My hair is pin strait and baby fine/soft. It would never ever hold a curl without the setting lotion. Yours has natural curl doesn't it?