Rude Romany is on the move? There's no chance of that! (2,4,6)
I believe the answer is:
in your dreams
Here is my best explanation:
'there's no chance of that' is the definition.
'rude romany is on the move?' is the wordplay.
'on the move?' indicates an anagram (I've seen 'on the move' mean this).
'ruderomanyis' anagrammed gives 'IN YOUR DREAMS'.
(Other definitions for in your dreams that I've seen before include "No chance!" and "You wish!".)