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Generally what you SHOULD do is first identify what you want your army to do when it is fighting alone with no levy troops. I see it as three choices. Do I want to my retinue to focus on the skirmish phase, the melee phase or the pursuit phase? You go from that choice and stick to just those units.
I personally like Pursuit armies. Yes they can struggle to win battles by themselves, but when you do win and it hits that pursuit phase you get to say good night to the opposing forces. I once had a retinue of I think about 3500 cavalry, some heavy, some light. It fought a battle against something like 15,000 levy troops. Not only did it win, but it completely decimated the other army.
The reason you stick with, and let me emphasize, at most 2 melee and skirmisher is because there are some extremely powerful tactics which require certain mixes of soldiers to activate like volley harass which needs light cavalry, archers, and light infantry. And almost all normal tactics will only benefit one or two unit types and cause other unit types to actually lower the damage you deal. Ideally you would spam nothing but one type of unit to always roll tactics for it, but you will miss out on some powerful combos and be vulnerable to cavalry charges or skirmish alpha strikes.
Because the cultures which can spam nothing but light cavalry usually get significant bonuses to them and unique tactics on top of the low cost for light cavalry. Also they will do some significant damage in skirmish with a high chance to choose the harass tactic for 3x damage, routing the enemy, and annihilating them in pursuit.
Late game you'll want to focus on heavier unit types which can avoid the supply attrition and not get annihilated in melee by armies which are harder to route with heavier soldier types (most notably pikemen).
Ah you made it sound like you should have 2 of every unit no matter what. Heavy infantry, light infantry etc. What you want is units of the type related to the tactic that you want. But you don't want "all" of them. If you have all of them, they will be no different then a levy and you'll get practically random tactics.
Disorganized Harass tactic in skirmish is not bad. Raid tactic in melee is great. Add a cruel commander if you can.
As a general rule, stick with pure defence retinues (Italian or Scottish leader if possible, no trait that unlocks a tactic) unless your cultural retinue is better:
- Pure light/camel cavalry with cruel commander.
- Pure pikeman (Italian/Scottish commander if possible) or pure heavy infantry (North Germanic commander if possible); may combine with defence or shock for a small amount of archers depending on your view on the "shieldwall vs enter melee" discussion. Without archers, inspiring leader is an option (but not defensive leader as you want to enter melee ASAP and not zealous). No other commander skill that unlocks a tactic.
- English/Welsh Longbow or Nubian Archers. Combine with Light Skirmish for at least 50 % but less than 60 % archers to avoid charge on undefended flank. Requires English/Welsh commander.
- European Knights, Gusar, Tie-Futu or Outremer Knights with regular cavalry retinue for slightly less than 75 % light/camel cavalry with Byzantine commander who is cruel and brave or cavalry leader.
If you follow the above, you cannot go wrong.
I feel like we've gone a little off-topic since we're all of a sudden talking about camel cav and Italian/Scottish retinues when my original post was asking what the best retinue composition would be as a Roman-cultured emperor.
The Roman cultural retinue, the Praetorian, while having great stat boosts, mixes two kinds of troops that really shouldn't be mixed together, due to conflicting tactics.
Specifically, having at least 1% Heavy Infantry in a flank enables the Advance tactic in melee, which reduces Pikemen attack (-150%).
It will have a low weight, but it's still a ~10% chance of having ~75% of the retinue troops doing NOTHING in the phase they're supposed to excel at.
Better not risk at all, and use standard Defense retinue instead; they're functionally a light version of the Scottish Schiltron (the best pure Pikemen retinue), just without the morale boost, and with a few Archers mixed in (which you'd want anyway to enable Shieldwall).
Most importantly, they receive the bonuses from the Roman cultural building.
In the skirmish phase, they'll most often roll either Volley (+200% Archer attack) or Shieldwall (+60% Archer attack and +240% Pikemen defense), which are both useful.
In melee, with Italian or Roman commanders, they have an equal chance of firing Force Back (+240% Pikemen attack, -100% Archer attack), Pike Column Advance (+300% Pikemen attack), or Stand Fast if fighting in forest (also +300% Pikemen attack).
Just make sure to not further dilute the tactics pool with Gripped by Religious Fervor (Possessed, or Zealous and Inspiring Leader), or Hesitant Commander (Shy or Slothful).
Since we already derailed, I guess we might as well see this through the end.
Pure light cavalry is a good choice, since they have good stats all around, complemented by good tactics. Camels are slightly better overall, but weaker in pursue.
Their weak points is their hefty price, which is just slightly higher than Pikemen, but they're much more frail than them in melee (that's why you should try to kill enemy armies as fast as possible in skirmish, then clean them up in pursue).
For the best results, mix a few Light Skirmish retinues in, to get high chances of rolling Harass (+300% LC and Camel attack) in skirmish, while still being guaranteed to roll Raid (+240% Light Cavalry / Camel / Light Infantry attack) in melee.
The optimal ratio is 1 Light Skirmish retinue for every 1451-1649 Light Cavalry/Camels (1:4-8 cultural retinues, depending on the type).
Make sure to stay within that limit, as having fewer LC/Camels would add Shieldwall to the list (halving cavalry defense), while having more would replace Harass with the inferior Disorganized Harass.
A Cruel (and/or Impaler) commander would increase morale damage, making enemy units more likely to drop below the 20% treshold and start fleeing, letting you decimate them in the pursue phase, where cavalry shines.
A Cruel commander can also roll the Charging Through Own Skirmishers tactic (skirmish, day 10+), a variant of Charge which increases LC attack (+180%) and switches phase to melee.
For min-maxing, the best retinue/cultural building combos are: Berber Cavalry with Iberian building for attack, full Hussar for Defense, full Andalusian for a balanced mix (if you don't mind having Horse Archers in the building itself).
Shock retinue is similar to defence. However, 20 % archers enable barrage tactic which is bad for heavy infantry. Defence has less than 20 % archers. That is why defence is better than shock. It is not the difference between pikemen and heavy infantry. It is the amount of archers.
Roman Praetorians are pikemen and heavy infantry without archers. During the skirmish phase they are identical to pure pikemen or pure heavy infantry: They are guaranteed to charge ASAP, which is what you want. Inspiring leader is an option, see above. Praetorians also want Italian/Roman or, better, Scottish commander. The problem with mixed pikemen/heavy infantry is in the melee phase, where they are supposed to excel. Only they don't. Miku described the reason above.
At least the original poster has roman culture. That gives him a good supply of competent commanders for pikemen. A scottish commander is better if there is ever an opportunity to recruit one.
tl;dr
Praetorians are worse than defence. Stick with defence like most cultures do.