Like Edourius mentioned, it originates from the story of Seleukos being the son Apollo.

Apparently his mother had a dream of being united with Apollo, in which Apollo told her to give a signet ring with anchor symbol to her resulting son. When she woke she found the ring in the bed. When Seleukos was born there was a birthmark in the shape of an anchor on his thigh. Seleukos was told all of this by his mother before he left for Persia.

Seleukos also had incredible strength and size of frame. So great that he was able to wrestle a bull that had gotten loose during a sacrifice on Alexander's campaign. Because he had subdued the bull much of his imagery contains bull's horns, which is comparable to Alexander's ram horns.

These stories seem to have begun with Antiochus I in order to cement the dynasty and to give a divine origin to it. It certainly helps to explain how a man could basically reconquer Alexander's empire and would have done so if not for an assassin's blade.