You can't create a military force without economy. After you got a stable economy there is pretty much nothing stopping you, you just gotta build a lot of siege units, otherwise attacking a town center with knights isn't very practical... if you want to play multiplayer with me PM me :) Also you need to counter the enemy units. If you see the AI making Skirmishers, why not make cavalry to quickly kill them ? etc. etc.
EDIT: Oh sorry, didn't read your comment very well, you said you make a huge army but still lose, well then yes, you got to improve yourself :D
Gorgaeusis
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