All of a sudden I get this horrible thoughts that I´m becoming crazy. They are really strong and I cannot control them. It seems that I get this spirit that wants to enter my body and make me think compulsively about something negative. What is this? How can I prevent this from happening?
I suffer from depression and anxiety. I am receiving psychiatric help. I am taking Cymbalta (for depression) and Zyprexa (for psychotic symptoms)

this sounds more like a panic disorder than a spiritual attack. Suggest you talk to a psychiatrist.
Before you delve too far into the supernatural, I highly advise seeing a psychologist or psychiatrist as soon as possible if this is a recurring problem. You may be in a rut of some sort and perhaps this person can help you sort it out. Often something very much of our world is the source of our issues and we try to create something otherworldly to explain it away as this is easier than facing the real problem.
Whenever people start talking about the supernatural, or something someone is not open minded enough to consider, a person always has to label it as something that can be explained by a doctor or psychologist! Wake up! If you think you are being attacked psychically, you probably are. The best thing you can do is revert your negative energy into positive and take precautions such as praying a lot and clearing chakras. There are protective stones and evil eye protection charms you can carry. Something similar has happened to me also. Take it seriously! you can also paint a dot over your third eye or use a bindi. I chant “please GOD fill me with Christ love and Christ light. It works great!
panic disorders are Electro magnetic radiation overrides aimed at our CNS
radio waves, microwaves ext, unshielded wiring in your home can and will make you act strange humans are an Electro magnetic manifestation thus if you live near a switching station have faulty
wiring in your home ask your self if the moods you are having have just sprung up form no were did you just move in to your home? its worth
asking a electrician to sweep your home for high levels of EMF
if this is a new behavior and if you’ve never done any thing like this before 30+ years of age and lastly if you feel paranoid