As a general rule, rushing is a bad idea, unless you meet two conditions:
1)You have only one enemy in your immediate vicinity
2)You have an easy way to defend yourself from counters
Baktria doesn't meet either condition(in my experience, the Arverni, Aedui, and Pontos do)

The trick is to try and keep Parthia and the Seleukids off your back early and strengthen your economy, and hopefully your defenses. The Parthians and Saka, being primarily nomadic(as long as they don't get your land ) will have great difficulties taking cities with stone walls.