In my experience, you should locate another place on the firewall where other wiring comes through, and go in there. Usually, it'll be through some kind of rubber gromit. Sneak it in the gromit with the other wires if you can. Preferably up high, so that if you ruin its water-tightness it won't be an issue when you drive through puddles.

And it doesn't have to be on the same side of the engine compartment as the battery. I ran my cable across the back edge of the engine compartment to reach the left side of my car. It's important to use tie-wraps to keep the wire from dangling into the engine compartment.

And make sure you put a weatherproof fuse on it, close to the battery.

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Tony Fabris