I could try that, but thought it would be cumbersome switching out to attack. And you can't do it with artillery. The problem I'm having is my artillery keep moving forward and if I'm busy and don't notice they get too close and get zapped. I just played a game where 3 or 4 times I had to move my pikemen back from the battle--they kept moving forward by themselves to engage. Maybe I just need more micro, but I've had situations where I see some cavalry coming and realize my pikemen have joined the battle and are toast or have very little health left.
Must have been C@C where I could set the option of having units not attack until told to do so...