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Is this for MP? Or Campaign? In campaign you want the more expensive options for shades because after they used their ammo, they can do clean up really effectively, plus double weapons boosts their MD iirc. High Elf archers with light armor arent too useful in campaign, but also not much more costly. In the case of quarrelers it can depend on opponent. If you're gonna be doing lots of siege work the GW option might be situationally better, or if you anticipate a lot of cav.
From an MP perspective, its a bit situational. Having light armor archers can be huge vs non-AP ranged, especially against units like mortars. Or if you anticipate your archers being pressured by dogs or something it can help a lot(its a pretty great upgrade vs vampire coast)
In the case of shades, theyre a really niche unit to begin with, but depending on opponent and usage, once again, weapon options might be good. Dual weapons take them from decent vs units like dogs, bats or light infantry to awesome against it. Greatweapons let them tangle with units like heavy cav or clean up heavy infantry if they have to. IIRC shades with great weapons even beat Har Ganeth executioners in a straight up fight if they pump like 2 volleys into them beforehand.
Finally, great weapon quarrelers are super niche, but vs some factions the shields might be less valuable than AP melee, especially if you expect some cheap heavy cav to try and interdict your backline(a big possibility vs factions like empire or brettonia especially), or if your confident you can outshoot your opponent and just want a little extra oomph for the cleanup phase(vs greenskins for example). The GW's are probably like 50 gold overpriced atm, but that doesnt change the fact that they do have their uses. Its just like rangers, Bugmans rangers and generic quarrelers all have their uses depending on situation and composition. Bugmans might be the most expensive, but sometimes that regen, ITP, charge defense and high melee stats are worth it. In some cases quarreler armor and higher ammo is better, in some cases rangers stalk and low cost is best.
For example, night goblin archers. The most expensive should be able to pick if they are using poison or not. You still pay the price for them but you don't pigeon hole yourself into what you can kill.
Wood elves suffer from this too, glade guard have 3 variants that are just a waste of slots. Should be 2 variants, the cheapest with just normal arrows and the expensive with access to toggle normal, poison and AP. All should be taken from the same ammo pool too.
With melee weapons it's a bit less common sense to toggle. Typically though something with a better melee weapon will be better to survive against melee attacks.
I think the issue is that most anti-archer/skirmish tend to be quite a bit stronger than the units they counter.
As a wood elf player I use hawk riders for example, they have a monstrous charge bonus and can clean up cheap units easy, that's their purpose. Giving the archers a double axe just means I lose a few more hawks before they die.
This is of course on a 1v1 basis though, there's a possible scenario that 2 double axe archers can survive a hawk attack if they work together.
It may not be suiting your playstyle and that's why they feel irrelevant. I for one use them extensively and love shades.
This.
During Siege, Shades are one of the very rare missile units that do more than simply standing their ground after firing their volleys : they can downright slaughter nearly anything that makes it to melee on a wall. That means that they are always useful when defending settlements and there's no logic at all to get them off the walls (excepted if it's about to crumble and/or artillery is focusing there.)
During regular battle, typically speaking, your missile infantry sit right behind the frontline (shooting at other targets) while the melee infantry does it's stuff ; once out of ammo, there's nothing much for the missile unit to do. But missile units with good melee stats and good Weapon Strength, that's different. Because, depending on the faction and kind of ennemy unit you typically face in melee, you'd rather spend money on a missile unit that can do it's part in melee rather than not.
For example, when you are facing the Empire as Dwarf, you would typically be confronted to average armored infantry and decent missile infantry ; Quarellers with Shield gives you a better option during a volley exhange with Crossbowmen and (to a lesser degree) Handgunners, while Imperial Swordsmen and Spearmen with Shield are weak enough for your Quarellers to reinforce your frontline when hteir ammo is spend. But should you be facing a faction that doesn't have good missile units (Norsca or Lizardmen) and compensate with good melee infantry instead, then you'd be better off trading your shield for armor-piercing.
The Dark Shades three options address that principle. The first one is the cheapest (you just want a very good AP missile unit ? There you go.) The second one is very helpful against most low tiers infantry (Skinks, Swordsmen, Clanrats, Orc Boys, etc.) so they are suited as a good compromise between the two. Lastly, the AP one is basically good against upper tiers infantry (not AS good as other units dedicated to that role. But still pretty good nonetheless.)
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[TL;DR]
Simply put, you have to look at the variant of Shades as missile units witht he potential to act as melee reserve to reinforce the frontline (or charge flanking) with different degree of efficiency depending on what you are looking for. If you only wish for it to act as missile, just keep the basic stuff. If you expecting using them in melee once the ammo ran out, consider the following : dealing with cheap infantry ? Take the anti-infantry only. Expensive infantry ? Take the AP one.