I know it's been tried before, but - for some reason - always with un-informative thread titles. Maybe some kind mod would sticky this? Here's my initial list; I'm sure others will have much to add, and I'll try to update the list to have all the information in one place.
First issues that I know are a problem :
Then things that are anecdotal, matters of opinion, or otherwise not so important (in my judgment) as the above :
Having seen some of the suggestions, I feel impelled to make a third list, containing pie-in-the-sky stuff that is very unlikely to be implemented. Also, some of the suggestions are stuff that I believe is already fixed, so I shall ignore that. I also do not include things that can easily be done by modders, such as new scenarios.
By the way, those of you who are saying "I support everything KoM suggested," thank you kindly. But you should have read my post more closely. This now includes stuff suggested by others, indeed some things I do not agree with myself.
As a crude measure of the popularity of things, I shall colour-code some of the suggestions. Stuff in GREEN is supported by a large number of posters, or is an obviously crippling bug. Stuff in RED is opposed by a large number of posters, or has large consequences and is only supported by a few people. For this to work, feedback is good, so if you are in particular favour of one fix, or strongly against another, let me hear it! I have also attempted a rough priority ordering of the changes, so that the ones I consider most important and most likely are listed first. This is very rough, though.
This is not a democratic process : The support of an experienced player like rafiki counts for more than the opinion of a newb. Of course, if I myself disagree with an idea, it takes rather fewer votes to tip it into red.
And, as I admire the Conqueror greatly, if Peter Ebbesen should veto something, it turns instantly red. 
First issues that I know are a problem :
- MP bug : The game crashes after a state which has any allies is annexed. This is really, seriously important! A patch which only fixed this bug would be a major improvement.
- The AI empties its RGOs to build factories manned by one POP, thus destroying its economy. Can it be taught to consider iron and coal important?
- Stormtrooper bonus still does not work right. The icon shows whenever one of the sides (either attacker or defender) has the tech, but the bonus is apparently not applied.
- Capitalists will occasionally show in RGOs, as will priests, clerks, and aristocrats. Likewise, POPs will sometimes man factories in states they do not live in - occasionally going right around the globe to do so, apparently unaware that they are working a five-month commute.
- The code for automatically adding POPs to a factory apparently assigns all the POPs in a state at once, leading to level-one factories manned by twenty POPs.
- Please nerf native divisions, or imtroduce some limits on the amounts you can have, or something! It is rather unrealistic to fight the Great War with only colonial casualties.
- The exploit with buying provinces, selling them at a better price, and buying them back, should perhaps be closed. Post 113 in this thread suggests a method.
- The Bavarian mob bug.
- There is a nasty trick, very popular with Russian players, of releasing satellites to protect certain borders in a war. This is nonsense; I'm at war with Russia, I could care less that they are now calling Latvia an 'autonomous area'. Can it be made so that released satellites automatically join any ongoing wars?
- When a country civilises in the middle of a war, (teh noes! A special case!) the peace calculation is affected rather oddly. The enemy will hold the same number of provinces, but now the percentage is calculated as a fraction of the non-state provinces, which can be quite a small number. I have seen the warscore jump to several thousand percent! Suggested fixes : A country that civilises automatically upgrades all wars to full wars; or provinces with statehood are returned to the owner if occupied during a col-war.
- The deploy-in-enemy-controlled-territory bug described here.
- Can the AI be made to build all four types of colonial building, and attempt to trade colony claims between AI nations?
- Can the AI be made to offer provinces in blocks? Alternatively, can it be made possible to demand states instead of provinces?
- Any chance of more tags? Also for extra religions and cultures.
- Is it intentional that railroads can be built in colonies? The popup for 'Grant statehood' indicates otherwise.
- Similarly, trading posts do not appear to give access to the good produced in the province.
- AI does not make good use of its navy, either for naval combat or shore support.
- Make it possible to repay loans in bigger chunks. A particular curse in MP.
- Ability to select the POP to be removed from a factory.
- Make blockades have an effect on WM imports. Perhaps the price could be increased inversely proportional to the blockade percentage? (With a cap, of course.) Alternatively, the price might remain the same, but the amount of imports per day could be multiplied by the blockade percentage.
- When creating several divisions at once, they all get the same name.
- Make it possible to select provinces, in a peace deal, by clicking on the map instead of selecting from a list.
- Moddir support as in EU2.
Then things that are anecdotal, matters of opinion, or otherwise not so important (in my judgment) as the above :
- Softcode or otherwise change the immigration? Pretty please? (Opinion, though held by many.)
- The shore bombardment is possibly a little too strong now. This could be fixed as described in this thread. (Opinion.)
- Ships are very, very fast. Tone down a little? Also, it does not seem right that it is faster to travel around Africa than through Suez, though with the speed those ships go at, it doesn't really matter. What are they, hydrofoils? (Opinion).
- Make the speed of mobilisation dependent on average railroad levels, and perhaps also literacy. (Opinion. Might tone down Russia a little.)
- Speaking of toning down Russia, how about some MIL-increasing events if its industry or literacy rates are high? Being a military giant is one thing, but it shouldn't be the total industrial juggernaut that it can so easily become. (Opinion.)
- Can parties be made to have restrictions on education spending, or perhaps affect literacy bonuses? It doesn't seem right that a reactionary party can have full public education, while liberals can spend nothing to concentrate on a war. (Opinion.)
- Ability to demand provinces for an ally in a peace deal.
- Bad effects of occupation on a province, as in EU2, or an option to plunder, as in CK, or both. Railroads, factories, and life levels might all take hits. (Opinion.)
- Rewrite the event texts to actual English. Who was hired for that, anyway, a bunch of monkeys fresh from banging out Shakespeare? LM+ has made a good start in this thread.
- Can the ability to demand "Liberate Country X" be added to peace options? Alternatively, can it be made possible to create satellites from controlled (not owned) territory? (The latter has game-balance issues.)
- Ability to dictate the peace to a fully occupied country. (Opinion, game-balance issues.)
- Confirmation window for dismissing a general.
- Message for 'Enemy troops have begun a siege in X', as in EUII.
- Industrial score : The AI gets lots of points for factories manned to 20% of capacity. This does not seem right. (Opinion.)
- Ability to manually emancipate slaves. (Some game-balance issues; at the very least, you should take a serious MIL and CON hit for wealthy POPs in the same province. Perhaps an event that triggers on parties with Full Citizenship, or Residence, or whatever? And all nations with slaves should have at least one such party.)
- Perhaps the setup could be altered to give nations positive manpower at scenario start? (Not that critical, even offers some extra options for aggression vs peace - just seems a bit strange.)
- Many factories are not profitable; this is reasonable for small arms, say, but fertiliser? Can this be fixed somehow? (Opinion, and possibly difficult to do.)
- Event command to remove a colonial ban?
- Increase importance of food. (Opinion.)
- In general, perhaps the consequences of not fulfilling POP needs could be made a bit nastier? This would also help with the previous. As a first measure, perhaps decrease POP growth if basic needs are not fulfilled, and / or give a bonus if luxury needs are? (Opinion.)
- Can ammunition and small arms be made a requirement for soldier and officer POPs? This to simulate the supply costs of maintaining a large military. (Opinion, possible game-balance issues.)
- Effects of losing battles and low defense spending on attrition; perhaps a war-exhaustion malus to attrition? (Opinion.)
- More beneficial effects from satellites, possibly a monetary bonus or first claim on WM resources from the nation? (Opinion.)
- Pop-merging; remove or tone down? For example, the limit could be made 5k. (Opinion, and while bunches of 1k POPs are useful, they're also exploit-ish.)
- Larger impact of life sustainability on immigration. (Opinion.)
- Ability to annex any size civilised country. (Opinion, game-balance.)
- MP : The lag box increases in size with the number of players; for a sufficient number, it doesn't fit the screen and can't be gotten rid of. (Annoying, but hardly crippling.)
- The music will sometimes stop in MP; a song completes, and no new song starts. (Anecdotal, possibly due to changing the playlist.)
- MP : If a really huge number of provinces are offered (as in, all of Russia), the 'accept' and 'decline' buttons do not show in the offer box. (Annoying, but even less crippling than above.)
- The little arrows indicating population and literacy growth point apparently at random. (Not even very annoying, I'm just a perfectionist.)
- Bonus to industries located in areas producing one of their inputs. (Opinion, possible balance issues.)
- Change in colony claim rules to make it easier for the AI. (Opinion, might be addressed by just making the AI better at building colonies in the first place.)
- AI tweak to deal with shortage of basic resources. (Opinion.)
- Railroads : Decrease the importance of the average level; make effects on troop speed larger; give effects on life sustainability. (Opinion.)
- Impact of naval battles on warscore if capital ships are lost. (Opinion.)
- New event command to change the inputs required by factories.
- Ability to escalate a colonial war. (Opinion.)
- Possibility of changing the constitution manually. (Opinion, and not very realistic : How many governing elites gave up power voluntarily?)
- Smaller effects of difficulty level on military casualties. (Opinion.)
- Strong effects of military score on negotiations, so that nations are more likely to give in to superpowers. (Opinion, and ye gods, isn't Russia powerful enough already without being able to take over China cheaply?)
- Soviet Russia to replace the ordinary one. (Opinion.)
- Very harsh effects of low healthcare and safety on POP growth. (Opinion.)
Having seen some of the suggestions, I feel impelled to make a third list, containing pie-in-the-sky stuff that is very unlikely to be implemented. Also, some of the suggestions are stuff that I believe is already fixed, so I shall ignore that. I also do not include things that can easily be done by modders, such as new scenarios.
- Bilateral trade treaties. For example, China should be able to offer Austria first chance at her coal exports, in exchange for other concessions. At the moment, Chinese coal may easily go to China's worst enemy, if that nation should happen to be top-ranked in prestige.
- Any chance of ranges for naval units? Ideally, it would be impossible to colonise unless you had the range to get there. (Opinion, and also a major change requiring AI refactoring, testing, etc. More a pious hope than a real wish.)
- Seasons and rivers, as in EUII and HoI?
- Can various straits be made blockable by possession of the land area? Ie, make it impossible to pass the Dardanelles without occupying Constantinople.
- HoI-like coordination of attacks. (While we're at it, why not HoI2-like movement-is-attack?)
- Ability to grant statehood to colonies with a European, not state-culture, majority. (Yes, well, define European.)
- Swedish translation
- Limitations on diplomatic options for democratic countries. (Opinion, and I disagree : Why limit player options?)
By the way, those of you who are saying "I support everything KoM suggested," thank you kindly. But you should have read my post more closely. This now includes stuff suggested by others, indeed some things I do not agree with myself.
As a crude measure of the popularity of things, I shall colour-code some of the suggestions. Stuff in GREEN is supported by a large number of posters, or is an obviously crippling bug. Stuff in RED is opposed by a large number of posters, or has large consequences and is only supported by a few people. For this to work, feedback is good, so if you are in particular favour of one fix, or strongly against another, let me hear it! I have also attempted a rough priority ordering of the changes, so that the ones I consider most important and most likely are listed first. This is very rough, though.
This is not a democratic process : The support of an experienced player like rafiki counts for more than the opinion of a newb. Of course, if I myself disagree with an idea, it takes rather fewer votes to tip it into red.
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