You'll also want to make sure that your weapon talents are all unlocked - the white ones are active (unlocked) and the grayed-out ones are locked. Suggestions for how to do that are:
1.) Shuffle your gear stats around like
@Oh. daesu said until you meet the requirements for your talents.
2.) Reroll or recalibrate talents until they unlock with your current build - this won't work for your DMR since two talents are locked.
3.) Mix-n-march 1 & 2 until you roll gear stats & talents that work together.
4.) Swap out your weapons with ones that the talents are unlocked on.
No matter what weapons you have, you always want to make sure that your weapons are all unlocked. If you have locked talents you're not getting all you can out of your build even before you hit the street.
As for gear, use set pieces in either 2, 3 or 4 piece groups or you're not getting the best possible bonus out of your gear. Set pieces (teals) have bonuses for having 2 of the same type (i.e. Lone Star, Firecrest, etc.), 3 of the same type or 4 of the same type. In your case, you have 5 Lone Star and 1 Firecrest - that build has one Lone Star piece not adding an additional set bonus and no bonus from Firecrest because you only have 1 piece.
High ends (yellowish-gold) and exotics (reddish-orange) don't have set bonuses so they can be mixed in to fill holes with gear sets or they can be used on their own (in fact some exotics require you to have no set bonuses to get their benefits).
As
@Oh. daesu said, let us know what your playstyle is and we can suggest some sets and/or pieces for you try to get and test.