The key is stay allied with the AS as long as it's possible, and secure Kophen (thus clearing the way into India). In one of my two baktrian campaigns, I actually retreated into India and left the rebelled Baktra and Kophen as buffers between me and the AS. Not sharing a border with the AS also helped me sign a peace treaty, making precious time for me to take all of India and establish a powerful base there from which I launched a massive counterattack and eventually became victorious.

If you don't want to leave Baktra however, focus on getting walls and lots of either persian archers or archer-spearmen. Then the sakas, AS and parthians can besiege you all they want...