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Designing Ships
You cannot build ships until you have "invented" the ship hulls and the different modules that are assembled in a hull, and then put them all together in a ship design.

The simplest hull is a two-slot unit, the Probe. For that one, you need one level of Shipyard, and one tech level of Engineering.

If you want to explore your surroundings, you can design an unmanned Probe hull, with one Rocket module, and one Radar module. The Rocket module requires you to research one level of Rocketry and to build Shipyards up to level one (if you have the Probe hull, you already have that). For the Radar, you need to research Telemetry level one, and build a second level of Shipyards.(you can easily spot what is necessary for every item through requirements page)

Now you are ready for your first ship design: go to the Shipyard section of your colony (or at the empire/designs page), and select the "Create a new design" link. That will send you to the Hull Selection screen. If you only have two Shipyards, you will only have two Hull designs available: the 2-slot Probe, and the 4-slot Satellite. Select the "Probe" hull by clicking on the "tick" icon on the right, and you will be sent to the Ship Design screen.
design
In the upper part of the screen, you have an overview of your design, with all the stats. The lower part is the actual design part. Select the "add module" link that corresponds to slot 1 and you will get to the Module selection screen. There, the more technologies and levels you have researched, the more modules you will have available. Click on the "tick" mark in the "rocket propulsion" module, and it will get you back to the Ship design screen, only that this time Slot number 1 will be "occupied" by a rocket module, and that the "ship cannot travel without an engine !" error message has disappeared, replaced by a "ship looks fine" message.

If you look at the design stats, you will notice a change in the ship's speed, along with an increase in total mass and other changes. Now it's time to select the "add new module" link for slot number two. Locate the "radar" module, and click on the "tick" icon. Both slots are now filled, and their "add new module" links have been replaced by "remove" red links that would allow to change the slot's content. Also, the stats of the ship have changed again: it has more sensor range, and, with the new mass increase, the speed has been reduced.

The ship is almost finished. Now you only need a name and a identifier for the design. The identifier is the text box with the word "NEW" on it. Go there, clean the "NEW" word, and type "SCOUT" there. Then go to the name box next to it, remove the "New Design" name, and type "Explorer". Click on the "Rename" button, and you will have completed the ship design.
Ships should have enough space to host their crew or else will become non operational, you won't be able to build such ships although your design will be saved.
You can create designs with unmanned ships, but the options are limited as advanced hulls and modules require staff to operate them.
You can design ships without propulsion, and you will be able to build such ships. But those ships won't be able to travel and will stay in orbit of the colony that built them.
You can edit a ship design as many times as you want if you do not have already built or queued any ship of this design. Likewise you can delete a design.

Now you can build it at any colony of yours that has enough buildings to manufacture the modules and shipyards to assemble the design (in this case, just Shipyard level 2 is enough). Go to the Shipyard and you should see a line with the newly designed ship in there.