How are you sticking the rope to the horse? I assume by constraining a few vertices at the horse end - then as RedPhantom suggests, you could assign vertices at the wall end to the choreographed group (but don't actually choreograph them). I think you may have to experiment with the cloth parameters to get the rope to drape properly - it may be best to clothify a flat ribbon, then apply displacement to it to get a rope-y appearance.