Yes, you can shift your luggage by train. If it is not very important, I suggest you send your luggage by a parcel booking, instead of luggage booking. Parcel booking by train is quite cheap compared to the other alternatives. Also, luggage booking is not allowed to all halts in a train's route and you'll have personally oversee the loading and unloading of the luggage. I'd suggest you give your luggage at the parcel office a day before you leave. It will be dispatched within 3 days and you can collect it at your convenience.