If you are traveling with a procession of people on horseback, you are part of a cavalcade.

The word cavalcade comes from the Latin word for horse, caballus. The word cavalry, which means soldiers on horseback, comes from the same Latin root. So strictly speaking, a cavalcade is group of people on horseback or in horse-drawn carriages, moving together in some kind of ceremony or parade. But cavalcades can include vehicles or people walking, like the motorcycle cavalcades that sometimes accompany a funeral procession.

Definitions of cavalcade
  1. noun
    a procession of people traveling on horseback
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    type of:
    the group action of a collection of people or animals or vehicles moving ahead in more or less regular formation
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