I doubt moving it around will help, unless you have room in your refrigerator during the winter months. If your peony is planted high enough in the soil that the buds for next years stems are visible through the winter, AND you have at least 400 hours of temperature below 45 degrees, you have a chance of your peony blooming. You would have a better chance with tree peonies blooming at your site, but they would still require at least a couple of years. Al

Thank you so much for responding.
I thought the problem was the amount of sun it was getting, but I guess it wasn't getting the cold temps in the winter that it needed? Didn't even think of that (I don't know why they even sell them here then).
The buds have been visible, I'm not sure about the temperature though (I kind of doubt it was over 400 hours :)), I'll have to wait and see what it does this year, and put it in the refrigerator next winter.
Thank you, again.

Your county university extension service should be able to give you the average hours of chilling, for a telephone call. Al