Keep a journal with you at all times, and stay active. Doctors have told me that depression is caused by hormone abnormalities. keep a journal with you at all times, and write down what you feel, and when you feel a certain way. Also, exercise, and try to do the things that made you feel happy before you had depression. It can take a while to feel better, but you WILL feel better.
Make sure you eat well, and keep yourself hydrated. This can also help!