Having just received BI, I figured I should try my hand with my favorite faction: Sarmatia / Scythia. Difficulty Hard/Hard.
The first important thing to know is that you WILL need to horde very soon. Both the Vandals and Huns starts a province adjacent to yours. I did a few tries, and every single time the Vandals went straight at me, and the Huns twice. No possible alliance.
So what I did was to build as many units as I could in the time I had free, then turn into a Horde and sacked the town (Sorry). Looking at the victory conditions, Sarmatians need both a territory in the Sassanid land and the Eastern Roman Empire. Sarmatia turned Horde has about 4 full stacks in total (Including my starting units and the 4 units I had time to build). I didn't want to migrate far west away from my objectives just to stay away from two enemy hordes, so I headed East instead. I forced the Roxolani into a horde by attacking from the east since they rejected my alliance, forcing them west just to increase the damage on the Eastern Roman Empire in order to make it easier for me later on. I then continued toward Sassanid land.
I'm starting to regret my decision, though. Their frontier town had 1.5 stacks defending. I continued to a less defended one which I'm currently sieging, and I see another 1 full stack comming my way, with 1 stack from the first town heading my way also. So right now I see 2 poorly defended towns, 1 well-defended one and 3 stacks all in all. That's only at the doorstep of their empire, and I have only 3.5 stacks (Lost some against Roxolani), that I can't replace, which are mostly horde units with low morale. I made an alliance with the Eastern Roman Empire, but I'm not too optimistic about my odds against the Sassanid. My only chance is to reduce their strength dramatically before settling down, will 3.5 stacks be enough against their mighty empire..? At least Sarmatians have no peasants, so there's no completely horrible units in my horde.
I'll post an update, but chances are it will be to restart with a different strategy after my hordes are crushed. Not sure what though! Maybe to held on the northern steppes after the huns and vandals have passed and the Roxolani have passed... After all, from an objective point of view, the Sarmatian starting town is perfect. It's just impossible to keep at first.
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