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1) Your military. Set maintenance to the minimum during peacetime until you're very rich. Don't go over your force limit without very good reason. Use galleys instead of heavy ships, which are far less effective on a cost basis. Don't waste money on light ships. Conquer instead (see below)
2) Forts. Destroy those that aren't on borders, that overlap, or that aren't in good defensive terrain. Turn off maintenance during peacetime.
3) Advisors. Only buy advisors you can afford. Small poor nations can't afford any. Huge rich ones can afford +5 in all categories. You fall somewhere in that spectrum, and where you fall will change with time. Select the correct advisors for your income.
Then, look at your income:
1) Autonomy. States with high autonomy are far less productive than they should be.
2) Buildings. When you're poor, build temples and workshops in every province where they will make at least 0.1 per month. Build manufactories in every province where they will make at least 0.5 per month. As you get richer, drop the required income for workshops and manufactories. Don't waste money on markets. Conquer instead (see below).
3) Trade. This will be your biggest source of income by the mid game. Let trade guide your expansion. This is so important it deserves its own section.
Trade:
1) Decide on your collection node. As the Teutonic Order, the Baltic Sea is decent, but Lubeck is better. Start by conquering every single province that belongs to the Baltic Sea node. Then conquer every province of the Lubeck node and make it your collection point.
2) At the same time, take over every province of the nodes that feed your collection node. Then take over the nodes that feed those nodes. Then take over the nodes that feed the nodes that feed those nodes. Etc. Conquer conquer conquer. You want 100% ownership of the nodes that matter to you.
3) Set up trade companies everywhere outside your capital's subcontinent to create the merchants necessary to route all this trade to your collection point.
Do all that and your Teutonic Order can look like this by the mid 1500's:
https://steamcommunity.com/sharedfiles/filedetails/?id=2875253807
Take a good look at this screenshot, then ask any questions you might have. Note that I was still collecting in the Baltic, but I was in the process of taking over the Lubeck node. Mecklenburg was a vassal, and after I integrated them and grabbed a few more provinces (especially Lubeck itself and Hamburg), I moved my collection point. The war against the Ottomans that you see starting in this screenshot (my third, I think) was fought to conquer the remaining Crimean node provinces that weren't under my control.
Unless a mission forces me to do so, I literally never build light ships. If I capture some, I'll use them until I decide I'd rather spend my naval capacity on warships or transports. But instead of paying to build them, I pay for armies and warships. Light ships are designed to help you compete with other nations for trade. But I don't want to compete. I want 100%. I get that by wiping competing nations off the map. No competing nation, no competition. My tools for wiping them out are combat ships and armies.
As for army composition, you want a front row of infantry + cavalry equal to your combat width. 2 cavalry is plenty for most nations. Cavalry are strong early, but they're also very expensive. And once fire becomes important in the mid game, their utility falls off fast. Cavalry have bad fire values, and the fire phase always goes first.
Your back row will eventually be a full combat width of artillery. When they first unlock, you want enough to max out your siege bonus in fort-killing armies, but more than that is probably too expensive. By the time culverins unlock at tech 10, however, a full back row of cannons is desirable. Armies like this will maximize the damage they do to the enemy and, in the long run, save you an enormous amount of cash and manpower by winning battles fast with minimum damage.
In the screenshot I shared, my combat width is 26. My armies thus have 24 infantry, 2 cavalry, and 26 artillery each for a total of 52. But you don't see any 52's in that shot because they are all chopped in half. Hence the 26's.
Fire pips are used in the fire phase of combat. They're essentially useless before units with good fire values appear, but then they become VERY important.
Shock pips are used in the shock phase of combat. They're very useful early on, before fire appears. They diminish in value later.
Maneuver pips reduce attrition and speed movement. They also help with things like river crossing penalties. They are always beneficial but never critical.
Siege pips speed up sieges. They are completely useless in battle but priceless against forts.
Pick the right general for the right task.
Sort of. Both leader pips and artillery add a bonus to the dice roll. Leader pips add their bonus directly (4 siege pips -> +4 bonus) while you have to have different amounts of artillery based on the level of fort you're sieging (a +4 bonus on a bare capital fort only needs 4 artillery; getting the same bonus on a level 8 fort requires 20 artillery).