Before you call Ghostbusters, you should look for natural causes. Your parents can help you there. Shadows usually involve something blocking a light source (perhaps thru a window). It could be headlights moving past a bush. Flashes could be caused by static electricity or faulty wiring (much more serious than a ghost). It takes time to get used to a new house. It probably makes creaky noises as hot water pipes expand and contract, and there could be cute little mice or not so cute termites.
If there is a ghost, it isn't necessarily hostile. You are better off watching shows like "Ghost Whisperer" instead of "Nightmare on Elm Street".