It's hard enough to train humans, who can be manipulated by peer-pressure, religion, order, or threats to run headlong into a wall. I don't think it's possible to train horses, who are motivated only by instinct and their own survival, to do the same. I mean maybe if we can tell them "do it or I'll put a bullet through your head" but we don't speak horse.
Anyways this is how the infantry square works. It's so compact it gives the men some courage, and even if they do want to run they can't. As the formation remains intact, to the horse the rows and rows of men look like a wall, so they either refuse to charge or shy away before impact. It's the same for line formation as long as the men don't start running or bolting.
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