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A Few Piccolo questions.

Lately I have been interested in expanding my playing palette. I think a piccolo would be a nice addition and a new way of playing. I know D'Addario makes a Piccolo string set, my question is more along the lines of what adjustments need to be made in order to accomodate the strings, if any.
 
Theoretically, your string tension shouldn't change - that's why they use thinner strings for higher frequencies.

However, given the nature of string sets, you can probably expect to adjust your truss rod, adjust intonation, and maybe get a new nut.

Are you looking to tune up an octave E-G?

Most likely I won't keep it an octave up. I'm planning on using a piccolo for more experimental tunings and a different overall timbre.
 
Thinner strings will need some intonation adjustment toward the neck. Depending on the tension of your tuning you might need a small truss-rod adjustment.

There is no need for a new nut, thin strings sit centred in wide slots with no problem, the downforce at the nut and the curve of the slot floor keeps the strings centred.

There is no need for a 32" scale. Any scale is fine just adjust the tuning or gauges to the tension you like. It's true that thinner strings at the same tension 'feel' tighter because they dig into your fingers more. However I would recommend using a lower tension anyway since that really helps with advanced techniques and alternative tunings (Michael Manring very often uses low tensions). If you want to tune octave-up EADG and have low tension strings just build a set from singles with thinner gauges.
 
Actually I recommend building a set from singles that has a slight and gradual decrease of tension with pitch. Here is D'Addario own tension data for their piccolo set:

XLB020P G 0.020 41.8 pounds of tension
XLB032 D 0.032 50.8
XLB042 A 0.042 46.7
XLB052 E 0.052 41.7

It's centre-heavy by 9 pounds. From experience I find a slight decrease of tension with pitch really helps with tapping and advanced techniques. Here's a much better set:

G .018p 33.1 pounds
D .025 34.3
A .035 36.1
E .049 38.6