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I gather there are people out there who like to create alternate histories for their own sake; I also gather that it's accepted in the online alternate history community to write alt-history as a kind of "non-fiction" essay. But I'm a writer of fiction, and the needs of the story come first, well before any pretensions to accuracy in the background world.
Having said this, I will offer one piece of advice I normally try to follow when writing any sort of alternate history:
Don't set your story too far beyond what I call the hinge point (and what I gather is otherwise known as the Point of Departure or POD) at which your alt-history begins.
Lorna has just complained to me about an alternate history she tried to read, set in a modern world in which the Roman Empire never fell. (No, it wasn't this one: I'm not going to identify it because we just don't do that. And there are dozens of explorations of this subject.) Even if we set aside the writing issues that apparently bedevil the novel in question, I have a lot of trouble accepting this sort of alternate history.*
It's a cascade issue, pure and simple. Each change I introduce, while world-building, increases the likelihood of other changes. Which in turn increase the likelihood of—well, you get the idea. In order to try to make the alternate history backdrop still recognizable to readers (which, I'll argue, is one of the primary appeals of—and hence goals of—the genre) the author has to willfully ignore this cascade effect.
The problem I have with this is that it's just too artificial. Yes, alternate history is at some level an artistic con job. But that doesn't mean it has to be obvious. And if you posit a Roman Empire that has survived for 1500 years longer than the real thing did (I'm talking about the Empire in the west here) and yet in terms of its basic structure it hasn't changed at all in that period... well, let's just say that the history of government and administration just about everywhere else disagrees with you.
If a writer wanted to write an alternate history, set in the twentieth or twenty-first century, in which Rome hadn't fallen, it would be far more convincing to me if the only recognizable aspect of the modern society was the name itself. Which probably wouldn't be a lot of fun, for either reader or writer.
So whenever possible, avoid the problem.
*In my own Firebird novels, I keep the story within a century of the hinge point. The first two (Dixie's Land and The Bonny Blue Flag) take place within fifty years, more or less, of the change. And even there I've introduced some pretty big changes to the world—and I'm not just talking here about President Thurlow Weed.
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