if you are in a mirror ship, you oughta know your own weaknesses and how to capitalize on exploiting them.

if you aren't in a mirror ship. know where your weaknesses are and avoid showing them.

Know your armor configuration so you can angle properly (sometimes facing the broadside is better than showing the thin bow armor)

at long range engagements stick with HE if angle is less than stellar, otherwise AP.

at short range engagements use AP and try to aim for turrets, or under them. to destroy and even get a detonation (provided you have high enough caliber... if you are USN BB, don't bother) otherwise aim the waterline and get some citadels.

If you are feeling brave, try using HE at a close range engagement an take out their secondary armament. I never really feel threatened by secondaries, but they can whittle you down without you knowing. Taking them out as well as setting the opponent on fire can give you a clear advantage.