Dynamically changing the proxy server for all outgoing traffic

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http://unix.stackexchange.com – I have three proxy servers in my college, all of them are connected to three different service providers. At different instant of time, different proxies give different speed (depending the number of users using that proxy at that instant of time). I feel that changing the proxy server configuration in browser(or at any other network appl.) at different instant of time are very time-consuming. I want to write one script which can change the proxy server used by all of my network applications at different instant of time dynamically by doing some kind of test. I am not able to start with it. (HowTos)