Looking to set up my own proxy—how to make a proxy server step by step? or Can someone explain how to

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Cloud vs local depends on your use case. If it’s just for home, a Pi is fine. If you need it on the go, cloud is better.

I’d suggest using HAProxy—it’s versatile and well-documented.

Common mistake? Not monitoring logs. Always check who’s connecting to your proxy.

Guide on how to make a proxy server with HAProxy: [link].

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