Proxy Host

I am trying to set up a proxy on my own home personal server such that I can connect to it from outside my home network and use it to bypass a filter. Essentially I want to
host a proxy that will not only mask my IP address, but will also mask the data flowing through it; much like a webproxy. The web interface isn't necessary for me if I can plug proxy address into my computer, but I can also work with it if it is. Is this even possible to set up? Any help would be greatly appreciated.

TIA

submitted by /u/goalie1998
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Source: Reddit