I didn’t find this information easily available, so I had to dig into the Electron Cash code and figure it out.
Steps for Linux:
Install your own Bitcoin Cash node, like Bitcoin-ABC or Bitcoin Unlimited.
Create a self-signed certificate:
$ sudo apt install openssl # or equivalent command in your distro
$ openssl genrsa -out server.key 2048
$ openssl req -new -key server.key -out server.csr
$ openssl x509 -req -days 1825 -in server.csr -signkey server.key -out server.crt
Install ElectrumX and run it connecting it to your Bitcoin Cash server. E.g.:
Download Electron Cash and run it from the command line like this:
./electron-cash --disable_preferred_servers_only --oneserver --server localhost:50002:s
You can also run it without SSL (not recommended):
./electron-cash --disable_preferred_servers_only --oneserver --server localhost:50001:t
Why this is important:
Electrum servers can log the addresses you are looking at, and cluster them together, assuming that they all belong to the same person. If you run your own ElectrumX Serve and your own node, nobody knows what addresses you are monitoring.