we've done one parade with our haflinger. He will occasionally spook as I found out last week. Anyway he is used to pulling our surrey and we had Mr and Mrs Santa in the back seat. To be on the safe side, the groom was an expert horseman and had hold of a lead line attached to the horse's head. He was prepared to jump out and control the horse if need be. There were also riders in front who could help if need be. A second precaution was a shot of quietex just in case. Goldie was good and the only problem was a slight hesitation to cross a highway bridge. The bands and the sirens did not bother him
The main problem is that the general public is no longer familiar with horses and how they react. They have no idea that a horse could spook at the littlest thing. Therefore they run, scream and throw things. We had a truck pass us on a dirt road last week and he went 25 miles per hour past us. Goldie did spook a little because the truck was only 2 feet off!! At least the driver didn't honk at us.
Ride a draft. It makes your butt look smaller!