I generally run either a total horse army 4 melee with the rest being light horse archers or the armored archers. If I don't run that I add in 4 spear units to pin down enemy infantry in order to flank and get shots to the rear of enemy infantry.

So in a 20 unit stack it would run either:

1x General (Armored Horse Archer)
4X Melee Cav
15X Horse archers usually unarmored but I mix in armored when I can.

or

1x General (Armored Horse Archer)
4x Melee Cav
4x Royal Scythian Spears
11x Horse archers (varied once again)

Generally I siege people out and wait on them to sally fourth so I can destroy their infantry. Macedon fell easily in early game because their infantry never caught me. I have to do a ton of micro managing but I generally run two groups of HA in order to get a type of flank and surround tactic working. The only real threats I run into come from long range archers (galic hunters etc) siege engines and enemy light cav because somehow they always run my guys down. If I don't micro all my cav then they get caught a lot by infantry who should never have gotten close.