generally follow the step: emery paper P360, P400,P800, P1000, P1200, P1500 & P2000. after that wash with water then polishing with 1 micron Al2O powder. if required diamond paste (different micron size) with aerosol as lubricant. Best way to follow the ASTM-E3; 

You are probably changing the paper too soon. Make sure to change the abrasive size once all the scratches of previous paper had disapear ( i.e if your grinding with P800, don´t go to P1000 unless all the marks of P400 have gone). Keeping the grind direction constant and rotating  the sample 90° only when you go to the next paper helps to indentify when that happens.

Try to not create planes. This will happen if you put more pressure in one side of the sample. If that happen you´ll need to to go back to the coarser paper in order to eliminate it.

furthermore, follow the advises of Mr. Krishna.

regards,

I agree with B. Krishna's and Ramom Mezari's suggestions. Additionally, you can try 0.04um colloidal silica after 1um Al20 slurry. For getting one plane finished, the reason is your target surface is not aligned with the grinding disk (assuming grinding disk is in good condition).

Also, Steel is hard, so try to grind/polish for longer time compared to other soft materials. If you could provide some images of your current condition after polishing if would be better for us to provide any suggestion.