If you are talking about your own proxy server, then you can use SSH tunneling.
It's a simple solution that lets you setup your SOCKS5 proxy server in a minute.
First of all, you need any VPS (you can choose the cheapest, doesn't matter).
Then,
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Linux/MacOS:
Run this command on your local machine (in terminal):
ssh -N -D 1080 username@hostname
- -N :: do not execute a remote command (is used for forwarding ports)
- -D :: specifies a port forwarding (in this example we run the SOCKS server on port 1080)
- username :: user on the remote server (not necessary with root privileges)
- hostname :: remote server (your VPS, its IP address will be publicly visible)
This command will set up the SOCKS proxy server to listen on localhost (127.0.0.1) and port 1080.
All requests will be forwarded via remote server (hostname).
The traffic will be encrypted (local machine -> remote server) and then sent from the remote server
to *some* host (your IP address will be hidden for this host).
Now you can use "localhost:1080" to configure SOCKS proxy settings in web-browser or
any software that supports SOCKS proxy.
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Windows:
Follow this tutorial -
http://blog.ashurex.com/2012/03/15/creating-ssh-proxy-tunnel-putty/
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