The intonation on my guitar won't change?

I'm not sure what you mean by moving the saddles "backwards" or "forwards" but maybe you went the wrong way; try going the other way. Also, sometimes you have to make fairly large adjustments to the saddles to get proper intonation. Since you said there was no difference when you adjusted it before, I suggest trying to move it significantly more; you should notice some difference. You really can't hurt the guitar by doing this so don't be afraid to experiment with it (unlike the truss rod which you must be careful to not over tighten). Worse case scenario the intonation will be off, which it already is, so you really have nothing to lose. Additionally, if your action is very high you may not be able to get decent intonation with the range of movement the saddles have. You will need to adjust the bridge and/or truss rod to lower the action if this is the case.