It is recommened that your tank be well established for 6 to 8 months with stable water parameters before adding an anemone.
With that being said, I have a few questions.
How long is the anemone in your tank? How deep is your tank? What size is your tank?
What size MH do you have? Did it come out of a tank with MH when you bought it?
What color is it? Are the tentacles sticky?
Reason i'm asking is if it came out of a tank without Mh"s and went into your tank with Mh it will need time to adjust to the lights. A roaming anemone is an unhappy anemone. It is moving for a reason. Could be too much light-not enough light-too much current-not enough current plus a number of other reasons. If the anemone is white , then it's bleached and spot feeding with a vitamin needs to be done asap.
this is just my opinion and i'm sure others will add their .02
pictures help alot. Also cover the powerheads if the anemone is roaming cause it will get sucked up and will just add to the problem. you can use a piece of nylon mesh or a sponge from a aqua clear filter