Slingers.
Other horse-archers also help, especially the Baktrioi Hippotoxotai. Against the more heavily armored horse-archers I really, really advise slingers (not the sphendonetai though, the regionals, they have way more ammo).
I've also heard that the Indian archer units are pretty good against them, outranging them. Still, I prefer slingers.
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