Lots of good information posted here.
Depending on how much I feel like micro'ing the artillery in a battle, I might just use only roundshot to keep things simple, where I can spend more time steering cavalry around. Any artillery hit reduces morale on enemy units, so there's a suppresive effect even if you're not making many direct kills.
If I do feel like some micro for the direct-fire artillery, I'll set them spaced along gaps in the battle line (no troops in front), with a guard unit of infantry at the rear of each artillery unit. That way I can use roundshot at long range, then switch to canister as the enemy battle line advances to short range, without worrying about blasting my own guys in the back of the head. At the last minute, I have the guarding infantry run forward in front of the guns to prevent an overrun. Hopefully (but not always), the gun crew will have obeyed the cease fire order when the infantry steps forward.When it works, and when the enemy AI cooperates by marching forward in a cohesive battle line, it's fun to watch.
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