You need to change your outlook on life, assuming it's just depression. I used to have "depression" and they wanted to put me on pills for it but I eventually managed to change my outlook on things. No downside lacks an upside, only focus on the good things in life. But do not ignore the fact that there are negative factors in life, because that's basically just bottling up all of the nasty shit and letting it pool up for later, which can really bite you on the ass when you least need it. Don't worry about the past, and don't spend all of your time thinking about the future, instead focus on your life now, in the current time.
That's about all I can offer as advice, good luck.