Hi,
If you are talking about magnetic pickups as on an electric guitar the closer they are the greater the volume but you eventually get to a position where the metal strings are pulled by the magnetic attraction of the pickup and you hear it as intonation problems.
To build on stargeezers' reply, I've found that with my pickups the further away they are, the softer they are. There also seems to be less treble output but I think its probably a trick of the ear. So if your goal is to trick the ear, then have at it.
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If you are talking about magnetic pickups as on an electric guitar the closer they are the greater the volume but you eventually get to a position where the metal strings are pulled by the magnetic attraction of the pickup and you hear it as intonation problems.