*Shrugs* I've never had that problem of Heavy Cavalry vs Skirmishers. The only problem I ever have is that my cav is usualy pretty tired and theirs is fresh so the chase can take forever if I only use 1 unit. Or if my cav is low-no exp and theirs are very high, or if my cav unit is very undermanned. Once they finnaly get to them, their either do this weird thing where they keep running around through the enemy formation killing them nicely, or sit there meele with them, killing with few-none losses normaly. My sacred band, iberian heavy cavalry, and heteroi seem to work fine vs skirmishers.
Medium Cavalry are good unit to also use vs skirmishers since they can usualy chase down quickly and have the power to finish them off fast *Bactrian Hippies, Hippies, Median/Aspet/Kappadocian Cavalry, Brihentin, Equites are all nice examples of what I am talking about*.