What are the strange lights that randomly fly across my window once almost every night and when i look outside I see nothing that could make the light?

If your window is facing towards the street or even to the side, it could be a car passing by. If not, then its probably an alien waiting to abduct you. I'd advise you to sign up for karate so u can beat up the alien that tries to capture. However if its not a UFO, maybe its something in you room reflecting off the window like a watch or something shiny.