Train them only if they're effective.
For instance, as Makedonia, I don't bother my arse training Hypaspists, but I take careful note to train Hetairoi. Hypaspists are only good at holding lines, and phalanx units do it better.
Hetairoi are monsters at breaking lines, and there aren't many units in ANY faction better at doing that, never mind within the Mak faction.
A word of warning against Elephants.
They're crap, 'cause they're vunerable.
Μηδεν εωρακεναι φoβερωτερον και δεινοτερον φαλλαγγος μακεδονικης
Keep them reserved in battle. Fear factor that elephants provides is worth it for the civilized faction.
Not to mention the gate breaking abilities.
In battle, keep them till mid game. When the battle starts stagnating, get the elephants on the right (or left hand side) of the enemy and drive them cross the battle lines. That should rout them all.
I like the elephants. They do have some nifty tricks.
I let my old campaign be and started a fresh one. I tried to learn from my mistakes and I can humbly say it worked well (M/M). For starters, I made peace with S-R, left the A-S alone for a few years, DID not attack Taksashila as soon as possible and did not build mines. I conquered the rebel provinces in the East and went down to Alexandropolis. Somewhere in the middle I took Marakanda but not Alexander-Eschate and built up my strength. The crazy ptolomean envoy helped my war-torn economy by signing a peace treaty worth 14000 mnai :-) On another note, I found it really difficult in attacking Taksashila early in the game, I made something comletely different. At some point in the game I got into contact with the Seleucid, it was inevitable after all, and battled my way into Anticipation-City (can't remember the greek name) and then Aria.
What helped a lot was having the Pahlava as an ally for a few turns anyway, turned out that nomad blood (Saka declared war) is thicker than a long standing alliance, because the Horse Empire pinned down several legions of A-S phalanxes. The Pani took Hekatompylos and blocked A-R from engaging me directly. This opened the road for a deep strike mission into the persepolis valley. From Aria, I sent Diodotus I. to accomplish the task and he was up to it. Only then did I sent an expeditionary force under Zolios, soon to become Indarchos, to subjugate India...from south to north. I have to say that this was, so far, the most interesting part of the game. Reading the info on the indian buildings, just reminded me on the wondrous game the people from EB have made. It is all in their, the flava, the effort, the historicity...chapeau! sorry I digress. Back to the game proper.
So as I was saying, I got tired of the damn horse attacks from Saka and gradually conquered his provinces, where I, and here I sadly have to admit I did not learn from prior experience (the crebral cortex must have lost this bit of info :-/) got stuck with a lot of veteran units upholding the law in Chighu. To make a long story short, the Saka are now restricted to one province.
I started to attack the Pahlva after the Seleucid lost A-Margiane first to rebels and then to the Pani. But a bolding plan evolved, and instead of attacking the obvious I started to attack Asaak. In quick succession the Pani lost Margiane, Nisa, Khiva and finally Hekatompylos. Now they are on the verge of being a rarity on hunting parties. All this could only be done with the help of the veterans from the first Ghandaran infantry unit and the Black Lancers.
Now I stand at the crossroads to either mob up the nomads in the north or continue my ancient feud with the Seleucid over a scarf which Alexandros probably wore. I'm also eager to kick the Ptolomeans right in their huge football-like forehead and let my people go.
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