There is one thing that intrigues me. What "normal" goldfish does the OP not like? A lot of strains are unique.
Tonska, what variant is your goldfish? If it is one of the pond types such as comets, shubunkins, wakin, watonai, jikin or common goldfish, then a pond would indeed be a more appropriate environment.
How cold does it get in your area? Some goldfish have very limited tolerance and are not flexible to temperature range. Fancy types are like this. They become more prone to health issues when temperature becomes too cold for them to handle. The pond types though are more tolerant.