If you like playing western factions, you'll have to learn to command horse archers and massive cavalry armies.
I played Baktria on VH/VH and i was surprised to be flooded by very good quality saka armies after i took the city north of Kophen from the eleutheroi. They would send armies of FMs, saka horse archers, saka riders, saka heavy cav, dahae riders, saka catas, alan nobles. In the meantime, the Parthians and Seleucids would send massive armies consisting of levies (only from time to time strong, elite pahlava armies), so i decided to destroy saka as the first. Fighting them on the steppes was quite a challenge - i had to attack settlements and destroy their armies on the steppe, on the way from one settlement to another.
Conquer India as soon as possible. Beware AS backstabbing.
Leaving the city west of Baktra (i think its Ant. Margiane) to the parthians is a good idea - this might be your homeland, but if you leave it to Pahlava it will permit you to ally with them against the AS.
Don't wage an unnecairy war agaings Pahlava or AS (the latter will attack you anyway, but you should not launch any counter-offensive, just take one or 2 towns and defend your new borders). Destroy the Saka first - they nearly always send at you good quality troops, countrary to AS and Pahlava levies (although, as i already mentioned, the pahlava do send well trained and well armed men from time to time).
And don't bother to train phalanx (or any other infantry) - apart from maintaining order in towns, i used only Hellenikoi katas, batrian hippotox, dahae riders, podromoi and FMs. they do an excellent job on the battlefield, and on the campaign map such a cavalry army will move fast enough to relieve any of your besiged cities.
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