You can discuss whether you will be allowed to move and on what terms with your probation officer.

If you are a citizen of the nation to which you hope to move, there may be a treaty that governs the transfer of criminal offenders, potentially providing for probation upon your return home. If you are not a citizen of the other nation, you would need to establish visa eligibility.

If you are doing well on probation, particularly if all of your assessments have been made, you have no violations, and you are soon scheduled for discharge, your probation officer might consider allowing you to report by a remote means (mail or telephone) or non-reporting probation. However, you need to be clear about whether you will need to appear in court at the conclusion of your probation before you are discharged.

Your probation officer is not going to permit relocation merely because you have a fantasy scenario about living in another country -- you'll need specifics. If your probation officer is inclined to allow the move, you should anticipate that you'll need to document where you will live, what you will be doing, how you will support yourself, and possibly your family and social supports in the new country, among other information.