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Any time you add a new "parent" league via the Create New Game screen, the Add Minor League menu will appear in the lower right corner of the screen:
This menu allows you to add a minor league underneath the parent league. Leagues added in this manner are automatically affiliated with the selected league. OOTP supports five levels of minor league play: Triple A, Double A, Single A, Short Season A, and Rookie, plus two feeder leagues (college and high school). See here for more information about parent leagues, minor leagues, affiliations, etc. When you are editing an affiliated minor league (one that is beneath a "parent league"), this menu is not available, because an affiliated minor league cannot have a minor league underneath it.
Clicking the All Levels option creates five new minor leagues underneath the selected league, one at each level (Triple A, Double A, Single A, Short Season A, and Rookie). It does not create any feeder leagues. Clicking any of the other options creates one new minor league at the selected level. The new minor league is now shown in the All Included Leagues box on the left side of the screen.
Warning! If you add minor leagues and subsequently change the fundamental structure of the parent league, all team affiliations will be lost, and you will have to manually reassign the affiliations.
Adding Independent Minor Leagues
Minor leagues created through the Add Minor League action menu are automatically affiliated with the selected league, meaning that the teams in the minor league will "roll up" to a team in the parent league. General management decisions will be made by the parent league club. If you wish to create an independent minor league, add a new fictional league, and then use the League Level drop-down on the Structure screen to set the league level to the desired level of play.
An independent minor league behaves just like any parent league. For example, an independent minor league could have a first-year player draft, and could potentially have affiliated leagues underneath it as well.
Note: You cannot affiliate an independent league with another league after creation. For example, you could not have a league that is independent for several years, and then affiliates with a major league.