If you've stumbled across this article, you're probably getting the following message in the proxy checker:
Error: connection to the proxy server was closed unexpectedly. Please make sure that the proxy server protocol and address are correct. Test failed.
The reason for that is because HTTPS protocol is selected for the proxy server itself.
Proxifier proxy checker error
In the test settings you will need to set HTTP as a proxy protocol. This does not mean that your connection will not be secure. If you connect to HTTPS website, SSL protocol will encrypt your information.