The 18XX in abstraction can be fairly accurately considered as a stock manipulation game with a train game bolted on the side in order to provide a convenient source of reasonably predictable numbers for the stock game. Where this is inaccurate is that a good Engineer who doesn’t screw up the finances can win 18XX. However most will agree that a good financier will have a somewhat easier time winning the 18XX than good engineers. If the same model is to be transposed to Trade Winds (and that’s by no means certain), then we need a convenient source of reasonably predictable numbers for the stock game.

There are a lot of ways to generate reasonably predictable numbers. That’s not hard. The requirements however are a little more interesting. The numbers must be predictable, but they must also be fairly subject to the butterfly effect lest the game be too predictable. Additionally the numbers must have increasing magnitude and variance, with both values being the product of player decisions. Without increasing magnitude some other mechanism must be resorted to in order to generate arc (see my forum thread and Pax Mongolica discussion).

The 18XX generate prediction via a perfect and certain information train game, and add a heatu dose of uncertainty by putting short term profits and long term strategic goals in frequent direct conflict. They then salt that instability in three ways (in ascending order):

1) track tile shortages 2) the location of the priority card heading into stock rounds (effects dumping and protection) 3) game-swinging inflexion points around the train rust threshholds (esp the 3, 4 and 6 trains)

While I don’t want to create a reskinned 18XX, it seems reasonable that any set of mechanisms I put in Trade Winds should deliver similar qualities of prediction (foresight) and instability.

First thoughts:

• Allow foresight into the queue of arriving trade goods
• Allow partial manipulation of the queue
• Allow player-localised revaluation of the queue through warehouse capacity and investment
• Unless players are allowed to significantly affect the contents and pacing of the queue, then the game will tend to be (excessively) tactical.

The 1829-style stock market is also simple and interesting, but seems less useful for this project. The market is linear rather than rectangular, and stocks can only rise and fall by various steps. Some of the 1829 markets are more interesting than others (eg 1860’s), but in general they are less expressive than the 1830 model. Thus I’m sticking with the 1830 approach for the nonce.

Potential mechanisms:

Goods arrive by ship in an (2(N+1)) wide stream. The goods are ordered across the width of the stream. Possibly there are two streams.

Players compete for order of purchase to those goods via auction. The auction winner may pick which stream (ie ship) to buy from. Goods are purchased in adjacent pairs. The winner of the auction may buy 1 or more pairs from the right at his price. If any are left the next player in the auction may likewise etc until either all goods are gone or all players have had the option to buy. Unsold goods are dumped in the bank’s supply (ala 18XX). This is essentially the equivalent of a n Operating Round in the 18XX.

Next is a Stock Round. By the end of the Stock Round each player’s holdings must entirely fit within their warehouses. All other goods must be sold. On their turn in a stock round a player may sell goods at the current price, buy goods at the current price, and sell goods at the current price (seel-buy-sell in 18XX parlance).

Movement:

– Sales move down immediately – Unbought goods after stock round (from sales or left over from auction) move left – Goods sold at auction and none left after SR move right – Monopoly held in warehouses after SR move up – No buys moves left.

Player’s have warehouses of limited capacity. Later in the game they may purchase additional/larger/expensive warehouses. By the end of the stock round players may only only the goods in their warehouses.

Feedback loop needed for future goods.

The 18XX stock market on the 1830 branch is delightfully simple. It is a rectangular grid arranged on a roughly extended triangular shape. A given company has a price per share on the chart. The mechanisms are simple:

1) If the company pays dividends to its investors then its stock pice moves one to the right (and thus increases in value)

2) If the company withholds its dividends (likely to accumulate cash for internal investment), then the share price moves left on the chart and thus decreases in value

3) If a player sells one or more shares of the company then the stock price moves down on the chart, down one row for each share sold. The selling player receives the full price the shares were at when he initiated his sale

4) If all the shares in a company are owned by players then the stock pricemoves up by one row

5) If in moving right the edge of the grid is reached, then the stock price moves up a row instead

6) If in moving left the edge of the grid is reached, then the stock price drops a row instead

7) Companies which reach the lower left corner are removed from the game

8) The values in the upper rows are more widely separated than the values in the lower rows. Similarly the values further to the right are more widely separated than to the left. The result is that the profit from a stock value increase further right and up and larger than lower and left

So. Let’s rip out the trains and the companies and leave just the stock market mechanisms, and then replace the train game with a speculative stock/set-collecting game. Market actions on trade goods (purchases, sales, dumps, etc) can drive the right/left/up/down motion in very similar fashion. The goal is to arrange a reasonably simple and light weight set of mechanisms to provide an interesting speculation game atop the stock market game.