Hey Ken,
I recommend watching the following videos on YouTube from Larry Puckett. His design is far superior than my experience with RailPro's own PBM-2 and much cheaper to build. This is what I use.
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All parts are available on Amazon and the cost per unit to build is less than $10.
The two wires connect to the pads on the Decoder Buddy specifically for the keep-alive.
I put these on ALL my locos, especially my SW1500s. My locos NEVER stall, even on my unpowered frogs and my double crossover.
I use 5x 3.0V, 2F capacitors to get to 15V total. He uses only 4 capacitors so I don't think that would be enough for HO scale.
Rob