Yes, if you haven't tested it, I wouldn't assume it won't run well. I have one of the old LL Proto SW-1200s, and have never had any trouble with electrical pickup.
If you find yours is having troubles, ESU makes add-on "power packs" that are made to connect up to their Loksound decoders (such as the one in the engine in your link).
http://www.esu.eu/en/products/accessories/powerpacks/
I haven't in that particular loco. It can't be that hard, i've added some in way smaller engines. But do you want to install a keep-alive because of stalls? I would check the pickup capabilities of the wheels before doing anything else. With 8 wheel pickup, you should not have power pickup issues with this loco. Some Protos had rubber tires on them... if that's the case for yours, you might want to replace them to ensure good power pickup. And are you sure you cannot add weight inside the loco?
Simon
This loco even though it is weighted is still light. It definitely needs Keep Alive / Stay Alive in it. QUESTION: has anyone successfully added the Keep Alive / Stay Alive component to this loco?