ccCapt is correct, a happy anemone will stay put. If it's roaming, there's something wrong.
Most commonly, not enough light. Anemones demand a lot of light (more than most corals). If they are getting insufficient light, they will roam around the tank. Same with poor water quality. Anemones need pristine water conditions and will move around if your water quality isn't good enough. Those are usually the two main reasons (and why anemones usually don't survive in tanks that are less than a year old).