A curling iron was designed to make curls. You need a hair iron with waves in it. The other options is to curl it but while it is still warm to the touch...brush it and loosen the curls to create more of a wave look! Try curling in new directions too. Most just wrap hair and curl upwards. Try different directions and play with it! I bet if you play some you will find a way to get waves!
If your using a curling iron with a clamp, DONT use the clamp. Just wrap sections of your hair around the barrel for a few seconds and release. When all your hair is done brush through it. If needed, slightly wet your hands and run your fingers through your hair. Works every time. Its my go to hair style :)