moving a Partition of Partitioned Table to other File Group, SQL Server I created partitioned table on DateTime column. for last 6 month.
I placed 3 oldest month on a file group named 'FG_OlderData', and 3 newest month on a file group named 'FG_NewerData'. 
Partition Function Definition :

CREATE PARTITION FUNCTION pf_Positions_LastSixMonth_MonthlyRange (DateTime)
AS RANGE RIGHT FOR VALUES (
                        -- older_than_current_minus_5
        '20150121', -- current_minus_5
        '20150220', -- current_minus_4
        '20150321', -- current_minus_3
        '20150421', -- current_minus_2
        '20150522', -- current_minus_1
        '20150622',  -- current
        '20150723'  -- Future
)
GO


Partition Schema Definition :

CREATE PARTITION SCHEME ps_Positions_LastSixMonth_MontlyRange
AS PARTITION pf_Positions_LastSixMonth_MonthlyRange
TO (
      FG_OlderData,
      FG_OlderData,
      FG_OlderData,
      FG_OlderData,
      FG_NewerData, -- minus 2 month (to be moved to OlderData)
      FG_NewerData, -- minus 1 month
      FG_NewerData, -- current month
      FG_NewerData  -- future month+
      );
GO


The Result : 

OnlineGeoPosition   1   FG_OlderData    0   0   less than   2015-01-21 00:00:00.000
OnlineGeoPosition   2   FG_OlderData    0   0   less than   2015-02-20 00:00:00.000
OnlineGeoPosition   3   FG_OlderData    0   0   less than   2015-03-21 00:00:00.000
OnlineGeoPosition   4   FG_OlderData    0   0   less than   2015-04-21 00:00:00.000
OnlineGeoPosition   5   FG_NewerData    0   0   less than   2015-05-22 00:00:00.000
OnlineGeoPosition   6   FG_NewerData    0   0   less than   2015-06-22 00:00:00.000
OnlineGeoPosition   7   FG_NewerData    0   0   less than   2015-07-23 00:00:00.000
OnlineGeoPosition   8   FG_NewerData    0   0   less than   NULL


First i switched  (20150522) partition's data to temp able to move to older file group :

ALTER TABLE dbo.OnlineGeoPosition
SWITCH PARTITION pf_Positions_LastSixMonth_MonthlyRange('20150522')
TO dbo.OnlineGeoPosition_NewerToOlderTemp;


Then Merge Switched partition :

ALTER PARTITION FUNCTION pf_Positions_LastSixMonth_MonthlyRange()
    MERGE RANGE ('20150522');


Result :

OnlineGeoPosition   1   FG_OlderData    0   0   less than   2015-01-21 00:00:00.000
OnlineGeoPosition   2   FG_OlderData    0   0   less than   2015-02-20 00:00:00.000
OnlineGeoPosition   3   FG_OlderData    0   0   less than   2015-03-21 00:00:00.000
OnlineGeoPosition   4   FG_OlderData    0   0   less than   2015-04-21 00:00:00.000
OnlineGeoPosition   5   FG_NewerData    0   0   less than   2015-06-22 00:00:00.000
OnlineGeoPosition   6   FG_NewerData    0   0   less than   2015-07-23 00:00:00.000
OnlineGeoPosition   7   FG_NewerData    0   0   less than   NULL


The Problem :
When i Split the '20150522' Range on OlderData, it remain in NewerData File group and next partion ('20150622') Goes to OlderData FileGroup.

ALTER PARTITION SCHEME ps_Positions_LastSixMonth_MontlyRange
          NEXT USED FG_OlderData;

ALTER PARTITION FUNCTION pf_Positions_LastSixMonth_MonthlyRange()
          SPLIT RANGE ('2015-05-22');


Result :

OnlineGeoPosition   1   FG_OlderData    0   0   less than   2015-01-21 00:00:00.000
OnlineGeoPosition   2   FG_OlderData    0   0   less than   2015-02-20 00:00:00.000
OnlineGeoPosition   3   FG_OlderData    0   0   less than   2015-03-21 00:00:00.000
OnlineGeoPosition   4   FG_OlderData    0   0   less than   2015-04-21 00:00:00.000
OnlineGeoPosition   5   **FG_NewerData**    0   0   less than   **2015-05-22** 00:00:00.000
OnlineGeoPosition   6   **FG_OlderData**    0   0   less than   **2015-06-22** 00:00:00.000
OnlineGeoPosition   7   FG_NewerData    0   0   less than   2015-07-23 00:00:00.000
OnlineGeoPosition   8   FG_NewerData    0   0   less than   NULL


After this command, i suppose to have  '2015-05-22' partition on OlderData File group but it remains in FG_NewerData File Group and instead , the next partition '20150622' goes to FG_OlderData FileGroup.

What is the problem with my code? as you saw i used Range Right.
There are a couple of issues here.  First, the partition/filegroup mapping shown in your question does not match the DDL.  A RANGE RIGHT function boundary is inclusive of the partition on the right so the results should be as below to match the DDL.  Consider downloading the partition details custom report from codeplex that can run from an SSMS object explorer table context menu to show the boundaries and filegroups: http://ssmspartcustomrpt.codeplex.com/releases/view/30936 .

OnlineGeoPosition   1   FG_OlderData    less than                  2015-01-21 00:00:00.000
OnlineGeoPosition   2   FG_OlderData    greater than or equal to   2015-01-21 00:00:00.000
OnlineGeoPosition   3   FG_OlderData    greater than or equal to   2015-02-20 00:00:00.000
OnlineGeoPosition   4   FG_OlderData    greater than or equal to   2015-03-21 00:00:00.000
OnlineGeoPosition   5   FG_NewerData    greater than or equal to   2015-04-21 00:00:00.000
OnlineGeoPosition   6   FG_NewerData    greater than or equal to   2015-05-22 00:00:00.000
OnlineGeoPosition   7   FG_NewerData    greater than or equal to   2015-06-22 00:00:00.000
OnlineGeoPosition   8   FG_NewerData    greater than or equal to   2015-07-23 00:00:00.000


When you merge a RANGE RIGHT function, the removed partition is the one on the right.  Data from the removed partition are moved to the retained one on the left.  So merging a RANGE RIGHT sliding window partition always moves from newer to older partitions.  However it is best to MERGE and SPLIT empty partitions as you are doing to avoid expensive data movement during partition DDL, which is about 4 times that of normal DML. Conversely, a SPLIT of a RANGE RIGHT function creates a new partition to the right of the specified boundary, and on the NEXT used filegroup, which is the main problem you are having.

Below is a sample script to achieve a sliding window with the new partition/filegroup mappings below.  This script uses 2 staging tables, one for the latest partition on the old data filegroup and another for the oldest partition on the new data filegroup (the one to be moved).  This allows the boundary to be safely merged with both adjacent partitions empty.  You'll need either check constraints on the staging tables or another partition function/scheme to constrain the staging table data to match the target partition boundaries for the switch in.  Data are moved efficiently using a CREATE INDEX...DROP_EXISTING.

OnlineGeoPosition   1   FG_OlderData    less than   2015-02-20 00:00:00.000
OnlineGeoPosition   2   FG_OlderData    greater than or equal to   2015-02-20 00:00:00.000
OnlineGeoPosition   3   FG_OlderData    greater than or equal to   2015-03-21 00:00:00.000
OnlineGeoPosition   4   FG_OlderData    greater than or equal to   2015-04-21 00:00:00.000
OnlineGeoPosition   5   FG_NewerData    greater than or equal to   2015-05-22 00:00:00.000
OnlineGeoPosition   6   FG_NewerData    greater than or equal to   2015-06-22 00:00:00.000
OnlineGeoPosition   7   FG_NewerData    greater than or equal to   2015-07-23 00:00:00.000
OnlineGeoPosition   8   FG_NewerData    greater than or equal to   2015-08-22 00:00:00.000


Sample script:

--switch out newest partition on FG_OldData
ALTER TABLE dbo.OnlineGeoPosition
SWITCH PARTITION $PARTITION.pf_Positions_LastSixMonth_MonthlyRange('2015-03-21')
TO dbo.OnlineGeoPosition_OlderTemp;

--switch out oldest partition on FG_NewData
ALTER TABLE dbo.OnlineGeoPosition
SWITCH PARTITION $PARTITION.pf_Positions_LastSixMonth_MonthlyRange('2015-04-21')
TO dbo.OnlineGeoPosition_NewerToOlderTemp;

--move empty partition from new data to old data
ALTER PARTITION FUNCTION pf_Positions_LastSixMonth_MonthlyRange()
    MERGE RANGE ('2015-04-21');

--create new empty partition on old data filegroup for moved data
ALTER PARTITION SCHEME ps_Positions_LastSixMonth_MontlyRange
          NEXT USED FG_OlderData;
ALTER PARTITION FUNCTION pf_Positions_LastSixMonth_MonthlyRange()
    SPLIT RANGE ('2015-04-21');

--rebuild each index with drop existing to move data from new to old filegroup
CREATE UNIQUE CLUSTERED INDEX PK_OnlineGeoPosition_NewerToOlderTemp
ON dbo.OnlineGeoPosition_NewerToOlderTemp(PartitioningColumn)
WITH(DROP_EXISTING=ON)
ON FG_OlderData;

--switch staging tables data back in
--staging tables must have a check constraint or be partitoned similarly as the target partition
ALTER TABLE dbo.OnlineGeoPosition_OlderTemp
SWITCH TO dbo.OnlineGeoPosition PARTITION $PARTITION.pf_Positions_LastSixMonth_MonthlyRange('2015-03-21')
ALTER TABLE dbo.OnlineGeoPosition_NewerToOlderTemp
SWITCH TO dbo.OnlineGeoPosition PARTITION $PARTITION.pf_Positions_LastSixMonth_MonthlyRange('2015-04-21')

--remove oldest partition
TRUNCATE TABLE dbo.OnlineGeoPosition_OlderTemp;
ALTER TABLE dbo.OnlineGeoPosition
SWITCH PARTITION $PARTITION.pf_Positions_LastSixMonth_MonthlyRange('2015-01-21')
TO dbo.OnlineGeoPosition_OlderTemp;
TRUNCATE TABLE dbo.OnlineGeoPosition_OlderTemp;
ALTER PARTITION FUNCTION pf_Positions_LastSixMonth_MonthlyRange()
    MERGE RANGE ('2015-01-21');

--create new partition on new data filegroup for future data
ALTER PARTITION SCHEME ps_Positions_LastSixMonth_MontlyRange
          NEXT USED FG_NewerData;
ALTER PARTITION FUNCTION pf_Positions_LastSixMonth_MonthlyRange()
    SPLIT RANGE ('2015-08-22');
GO