I have follow the great workflow as deviced by da-elf but I am having no luck.
I my opinoin I should be seeing a nice caustic pattern on the upright wall behind the water feature, but no such luck. I have played around with having the light that shoot the caustic photons at different angles to the water but no luck.
My units are set to mm and my settings are:
10
25
200
5
and for the light
3500
So what is the pool material then? It must have a reflective component for reflective caustics to appear; if you have the Fresnel option on, you might try decreasing the Cut-off threshold for the material (for example to 0.0).