Start doing what Heartandsoul posted above.
Buy a few rolls of green painter's tape (you can peel it off of any surface without damaging it). Put paper over stainless steel appliances. Put small pieces of painter's tape over the lights that blink on your electronic gadgets (cable box, modem, coffee pot, etc). Cover up as much as possible. Don't wear a watch.
I fostered a dog with this problem, and we started by removing as many reflections and lights as possible. It's shocking just how many blinking lights there are in the average home... We had to suddenly SNAP her attention away from fixating on lights and shadows by dropping a heavy object, blowing a whistle (loudly), or slamming a door. When we couldn't watch her, she was crated in a room without mirrors or anything reflective.
She improved as she learned that other things were acceptable to fixate on (balls, frisbees) - tangible, physical things that could be caught, which satisfied and ended the chase game. She was most likely screwed up by a laser pointer in her prior home.
No laser pointers, ever....