Proxy server on Kali rolling

[IamLost]

I want to create my own proxy server.

Is it possible to set one up to run on my current computer while still maintaining its function as a normal computer? I have found plenty of tutorials on how to make a computer into a dedicated server and plenty of tutorials on setting up VPN client software but none on creating my own proxy server within my current computer.

Below is the output of cat /etc/os-release
PRETTY_NAME="Kali GNU/Linux Rolling"
NAME="Kali GNU/Linux"
ID=kali
VERSION="2019.1"
VERSION_ID="2019.1"
ID_LIKE=debian
ANSI_COLOR="1;31"
HOME_URL="https://www.kali.org/"
SUPPORT_URL="https://forums.kali.org/"
BUG_REPORT_URL="https://bugs.kali.org/"

Any help is appreciated. If it is not possible I would greatly appreciate an explanation as to why not for future reference.
Thanks all

[Mister_X]

Yes, you can. There are plenty of tutorials on google depending on the type of proxy you want to do. Kali is based on debian testing, so pretty much anything that applies to debian will apply to it.