Your headlights go on and off by self while driving?

I would check to see if the bulbs are loose or even if wires are loose. Check the grounds to see if they are good, and be sure that there are no exposed wires, this could cause a short if they touch anything. Next, check your fuse panels. If the fuse is bad the lights should stay off but I have been surprised by stupid stuff before.

Be sure that your car does not have a feature that allows the car to determine how light it is outside. Modern cars have features that enable to the car to automatically turn on the lights when it is dark. The car can also turn off its lights when it gets light outside.