Well, thirst of all do not attack Parthia nor the town to the west until you have a strong economy. Instead, attack Pontus.
Nether the less, live a small army in your homeland in case Parthia and Scythia Estern attack. Avoid training any of 1 and 2 tier infantry unless you are forced to, to storm a settlement or you have to grrison a town. Instead, use Horse archers. They are fast, cheap and effective.

Head to the Med. One of the simplest economic strategies in the game. The Mediterranean is a great basket of gold waiting to be tapped. And where there is gold, there are people. People mean cities grow. Massive cities mean you get your best troops.

Get to the Med. Gain gold, and with that armies that can be used to conquer more of the coastal cities. More cities mean more slaves, and more growth, and better troops.