If you have a stack of mutliple units you have to be careful. If you have knights and macemen and have moved one square the macemen cannot attack, but the knights can. If all units are selected, you will get a red cirlce. Make sure your units have enough movement points. As well, make sure there is not a worker or scout in your group. If you just captured a worker and are moving him with your combat group, and have all units sellected will get a red circle because worker cannot attack.