I had a similar experience around 10 years ago in an old rented property. Myself and a couple of friends had noticed a few odd occurrences after
moving into the house, we had all experienced feelings of a "shadow" person moving near us whilst alone in the house, or caught a similar apparition
walking into to rooms as you walked past, but when you did a double take and looked again - nothing.
One room in particular seemed to hold most of this paranormal energy, and unfortunately it was my bedroom
Most nights as I was just going into a deeper sleep I would hear a sharp double tap on either of the windows in the room, but always sounding like it
was on the inside, not the outside. Checks outdoors would reveal nothing, the house was enclosed in high walls and a locked gate so it would have been
very difficult to get in quickly and disappear without trace. The tappings would occur almost always as I was just about to go to sleep, as if to keep
me awake. When I finally did get to sleep, I had very vivid dreams of a man tied to a chair in the room, two men circling him for a few seconds and
then one of the men pulls a weapon and shoots the person in the chair. These dreams were also characterised by scenes of blood pouring from the walls
(I kid you not - its was like something out of The Shining). During this time other people who stayed over and crashed also complained of a shadow
like man standing over them as they woke up suddenly in the night - who would then disappear. These events continued for around 6-9 months, including
a night a girlfriends stayed over, I returned home later than her to find her half asleep in bed asking me to "tell the man in the room to stop
waking her up"

- it was at this time I basically asked the spirit to just move on and let us be, or if they wanted help to leave a sign or
something.... within a few days the entity settled down and over the next few days disappeared without trace. Naturally I was intrigued by this so did
some research and found out the house had been a brothel many years past and an illegal gambling house - maybe somebody didn't pay their debts???
Interesting and the only genunine paranormal experience I've had as far as I know.