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Links are the player's means of moving between passages and affecting the story. They are the equivalent of being told to turn to another page in a nonlinear book; in gamebooks, for example, you do this to make decisions for the main character. But this isn't the only possible kind of link. Deena Larsen describes a whole taxonomy of links in Fundamentals: A Rhetorical Devices for Electronic Literature.
Links are marked like so:
[[displayed text|title of passage]]
The two square brackets enclose the whole link, and the pipe symbol separates the displayed text from the passage title.
There is also a shorter form of the link syntax…
…where the displayed link text matches the title of the passage it links to.
If a story has a broken link in it, it is displayed with a red background in your story, and clicking it shows this message:
The passage 'The newspaper' doesn't exist.
You may also add links to external sites. These links look like this:
You may link to any address that a reader's web browser will understand.
When you develop more complex stories that use variables, it can be very useful to make certain variables be altered by the act of clicking a link. You can accomplish this by inserting an additional square bracket pair into the syntax like so:
[[displayed text|title of passage][$variable = expression]]
The 'code' portion of the link syntax is treated as if it was a <<set>> macro - consult that page to learn about the syntax to use. A link with a piece of code attached like this is called a setter link, and the attached code is called its tail.