You have to be very careful here. This is a classic situation against the Delhi: you can go across the map with your heavy cavalry and try to find damage, but the Ghazi timing is there and the bonus damage against heavy units really really hurts.

With Ghazi Raiders, Delhi can shut down anything that moves out of the base. Golden Horde takes a pretty long time to age up. Delhi doesn't take a long time to make a Ghazi Raider, so it could be very oppressive quite early on.

There isn't any number of archers that really help you against Ghazi Raiders; you need a lot of archers before that gets crazy. Spearmen are a nice help.