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To kill off tough units like heroes try lower their morale, use debuffs and come at them with appropriate weapons. Make sure your own units are not debuffed or broken.
The AI also does basically two things well: It focuses fire to kill off your units if it can and it retreats anything below 50% if it can, with few exceptions. This, besides building up cities and a good economy in the early turns, is the most crucial thing you have to learn, too. Make sure you rarely use units and prioritize finishing off units over dealing more total damage spread out (unless you are fending off an overall superior force, then do the latter to stall for time).
That aside, I think you are overexaggerating. Its okay, we all have to vent sometimes. But even a decked out high level Chaos Lord would usually not survive six mid- to high-tier units with good damage output. Especially with the units you alude to that all have one or more high damage / high AP weapons. Even if they effectively only deal 3 damage per attack because of damage reductions, they would still finish off basically any "human sized" hero imaginable in a single turn. If you don't and let them escape, though, they can quickly recover (a single heal from a Possessor is enough, as is a single proc of the nurgle blessing).
Your units dying due to focus fire is again something you simply need to be wary of. There are situations in which you can just tank it, and the Space Marines are pretty decent at it. Your Captain and Chaplain are both exceptionally tanky themselves and can be utilized effectively to wade in, take the overwatch attacks, and barely have a scratch afterwards (or just heal back up through their abilities). Then the rest of your forces follows up, disables and/or kills as many units as you can reach, and then you go from there.
Make absolutely sure you do what the AI is doing: retreat your units. Sometimes you might have to retreat units that are at 2/3 because they won't be able to survive another turn right there. Sometimes you can save your units by concentrating fire on opposing units that threaten them. More often than not, something has to give and you have to let a damaged unit stay on the front on purpose so *they* get killed instead of something you can not predict as easily.
Healing is decently quick, too. Retreating to an outpost a good ways behind the front lines might take 1-2 turns, but then they regenerate at least 15% of their HP per turn. Cities heal even faster. Units in transports heal depending on the space their transport is in at the end of the turn no matter if it moved or fought. Most races have healing abilities on their support units and some heroes. Some races have innate healing or regeneration boosts (Imperial Guard vehicles for example recover exceptionally fast). If you continously rotate units in and out of the the battlefield, you soon won't even notice long delays because someone is always coming back from the medic tents, ready to join the fray again.
A 10+ armour hero (83%) with special invulnerable reduction (50%) on a good terrain tile may already divide your damage by 24. So unless you have good penetration, this is long to kill, and if you do you will still see your damage divided by 12 or more. This is an issue but this is how the game is made and it allows some resilience which may be good.
Note that we use the same advantage on our heroes: there often is one hero class which is tanky. But depending on the faction, it can reach that level of almost absurd tankiness, or not. Space marines and modded factions usually have it.
But what it sounds like, is you are firing weapons that deal bonus damage against squads, at a single target character that most likely had large amounts of armour, damage reduction from tile location and an invulnerable save.
An orbital strike for instance is pretty useless against characters.
I'd suggest reading the tooltips on your weapons and the target you wish to attack.
I cannot emphasize this enough. Reading my tooltips and understanding which weapons worked in what circumstances improved my play enormously. Especially with units that can cycle between weapon types.
im sorry what exactly isnt tactical about luring an enemy into a spot where theyre cut off from outside support where you have the advantage? You act like im just sending a tank head on into a fight and getting shocked when the guy doesnt die right away, no i literally spend like 20 turns planning out this one single attack, hell i planned a defense i knew the enemies would use at the start of the game. That worked, i managed to defend that area, but when i tried it for the other attack. Nothing happened, he walked away with 0.5 health, so its not a lack of tactics, if anything its because im incredibly new to this whole series (let alone this game), before this thread i had no idea how important morale was until now since i never had a space marine lose morale because of their insane buff. I mean ffs ive literally only completed the tutorial, i havent even played a game outside that
i think this was it, cause looking back, it was a lord i think? and every chance he could the SOB was piling up armor bonuses, ill have to look into learning about heros and the units a bit more. Is there an encyclopedia in this game, sorta like CIV. where you can read up on what the units do and their strengths vs weaknesses?
And on that note, I highly recommend the 'Golden tooltips' mod.