At Carrhae the horse archers were resupplied with arrows by camel trains. The Romans were just in a hollow square formation completely surrounded. I believe the biggest problem for the Romans at Carrhae was Crassus. He was no general, just a guy with tons of illgotten money trying to make a name for himself against a strong enemy. Too strong it proved. The happiest day of Caesar's life was probably when Crassus went to Parthia to meet his death. That and knocking boots with Cleopatra. The key to horse archers, as discussed in the horse archer thread is stand off distance. If you have it such as at Carrhae and can just rain arrows on the infantry, they're doomed.
Check this out, great source going into detail about horse archer and swarming tactics used by steppe armies.
http://books.google.com/books?id=RTq...hl=en#PPA20,M1
According to this source the legionary was slowly replaced over time by the heavily armored cataphract.
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