How to connect a virtual device to a proxy?

From a virtual device display

1. Simple proxy, no authentication

1. Click Menu > System settings.
2. In Wireless & Networks, select Wi-Fi.
3. Click WiredSSID and hold it down for two seconds.
4. Click Modify Network.
5. Check Show advanced options.
6. In Proxy settings, select Manual.
7. Enter the proxy settings provided by your network administrator.
8. Click Save.

2. Socks5 and/or authenticated proxy

Android does not support Socks5 or authenticated proxies. You need to install a third part application, such as SocksDroid or Every Proxy. Here is a tutorial with SocksDroid:

1. Install SocksDroid from Google Play Store:
   
   
   
2. Create a new profile:
   
3. Set your Proxy IP, Port and credentials
4. Click the upper-right button next to "SocksDroid" title to enable the connection

From command line (adb)

Simple proxy without authentication

Connect your device to ADB (refer to Genymotion user guide for details), and use the following command:

adb shell settings put global http_proxy [proxy ip]:[proxy port]

To disable the proxy:

adb shell settings put global http_proxy :0