Sometimes we forget the control we have over our lives and our happiness. We view ourselves as victims of our circumstances and we put no effort into changing. Until we take responsibility for our happiness it is unlikely our periods of happiness will last very long.
Next time you are depressed ask yourself, "What have I been thinking about?". Has it been negative and depressing? I bet it has. Change your thoughts. Focus on the positive. There are good things and bad things in every ones life to varying degrees. If we focus mainly on the bad parts I guarantee we will be depressed and anxious. You do have control over your thoughts. Don't get me wrong it's not easy, especially at first. With practice it does become easier!
Start taking an active role in improve your life. Own it. Where you end up is entirely up to you. As a counselor I get the privilege of hearing many personal stories of amazing triumph. People who have come from horrendous, abusive childhoods grow up and have successful marriages and jobs. How did they do it? They were intentional about making their life better. They promised themselves that they would not repeat the past or let it get the best of them. You can too.