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Well, I just fired the event manualy usinf F12 console and got Drilled Pikemen from the first try (Level 4). It was Level 3 before I fired the event. Maybe, you are just unlucky; there is 25% chance to get the next advance.
 
Code:
	action_a = {#Marshal uses innovative tactics on the battlefield
		effect = { type = prestige value = 10 }
		effect = { [b]type = random
			chance = 25[/b]
			effect = { type = add_next_advance value = defensive_terrain }
		}
	}
There is 25% chance, but maybe if you have a large demesne you didn't notice. It could be any of your provinces, as Grosshaus said.
 
That event should always fire for your capital, but yes, it's not the most common of events and 25% chance ain't that big. ;)
 
Byakhiam said:
That event should always fire for your capital, but yes, it's not the most common of events and 25% chance ain't that big. ;)
I checked in game whether it fires for capital only (Fat gains a new trait Sceptical) and it is indeed like that (Fat gains a new trait Dumb).