When I was fighting the Sarmations as Koinon Hellenon I found the use of Haploi combined with medium cavalry (specifically nomad mercenary general) was pretty effective. The haploi only lose at most a third of their men from the arrows and can then slaughter any Sarmation cavalry unit except for bodyguards without losing more than half their men, once they corner them. I like to have the nomad general following the strongest fleeing enemy cavalry and firing arrows at it as it goes.

Of course, this works best if you have one haploi per enemy horse archer, so for the larger armies this tactic fails.