It seems to me that one of the ETW guides recommended clicking in fornt of a unit instead of directly clicking on the unit. American Indians and East Indians are often difficult to hit with artillery as they have a tendency to run to one side or the other when targetted. In fact I believe the AI often plays "dodgeball" with my artillery. I'll be lined on one side of the battlefield facing the enemy, both of us parked waiting for the other to make a move, or with him advancing towards me, then I'll target some of his units. Once I open fire the units I target will move laterally or backwards, drawing away my fire, so if I targetted some units that were densely bunched in his center they take my fire to where it's nearly harmless. I pick out new targets, then the new targets do the samething. This sort of behavior might be appropriate for American Indians, but I don't think it fits the historical berhavior of other nation's troops in this era.

Clicking in front of units doesn't work that well either, even if they're stationary. In theory you should be able to bounce the ball through their formation, ideally you should be able to make it so the cannonball goes through their unit on the second bounce to produce the maximum effect, but I've yet to acquire the skill to do that.