[MUD-Dev] Designing fun sims. (was Re: MUD-Dev digest, Vol 1 #142 - 4 msgs)

[Ola Fosheim Grøstad <olag@ifi.uio.no>]

Par Winzell wrote:

> from one place to another, making a profit buying cheap and selling dear.

Buying sheep selling deer?

> Dr. Cat writes:

>  > Let me pick 4 random
>  > days...  Got it.  Every other day I'll vary the price of this item up and
>  > down with statistical white noise, and on those days I'll make some big
>  > dramatic changes."
> 
> I don't see how this adds any fun to a game. How can anybody be a trader if
> white noise governs his profession?

I think it is called brown noise, which is fairly "predictable".  However, I
am not sure how much fun that is either. A possible approach would be to
"model" the type of games you enjoy which have some common game component
and plot down:

A. what is essential to the fun?
B. when does it get boring?

Then you design for A, and put up triggers for B situations.  So you first
make an imperfect simulation model which doesn't really work fully, but then
you patch it up to make it work.  Kind of like picking up the toy and
handing it back to the baby.

In a stock market game, a monopoly situation would be not-fun, a non dynamic
situation wouldn't be fun either.  However, detecting such situations and
correcting them by introducing special events is possible. This is of course
not much different from regular balancing, except you don't actually balance
the system, but trigger exceptions for exceptionally boring situations.

I don't think I would use brownian motion as a direct parameter, but maybe
as an indirect parameter. It could for instance be used to influence risk
factors such as the weather, tax, fashions etc..

If you are going to make a trading game for serious players, then I really
think it should reward speculations about the future based on past events
(rumours and insight) rather than strict determinism (buy-sell-buy-sell) or
non-determinism (spin the wheel).
--
Ola




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