If you are on parole or probation, you are tied to one area. It is sometimes possible to move, but this takes some work on your part and the cooperation of people in your state and the state where you plan on moving.
You will have to come up with a plan for your move. This includes a variety of factors that your parole or probation officer will let you know about. Once you have the plan made, your probation or parole officer will review the plan to determine if it is viable.
If your plan is considered viable, the officer will submit an application packet to the Interstate Compact office in your state. This office will determine if the plan you submitted and the reason for the move are viable. If the answer is no, the move can't occur.
If the office decides that your plan looks good to them, they send your petition to the office in the state where you want to move. This office reviews the petition, which can include an investigation. If the petition is granted, your supervision will be transferred to that state and you can move. If it isn't accepted by the receiving state, you can't move.
Ultimately, your future is in the hands of other people here. Don't think that you can skirt around the rules and just move. If you move and don't have permission, you could land yourself back in jail or prison because you are violating your probation or parole. This can lead to more criminal charges that you have to deal with.
Source: Interstate Commission for Adult Offender Supervision, "Overview of the Interstate Compact Process," accessed Aug. 04, 2017