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What medications have you tired so far?
How old are you? Are you female or male? How tall are you? How much do you weigh? Any weight change? When did your depression start to worsen?
Since you have been on several medications and they don't work well, you should try Electroconvulsive therapy (ECT) and/or Transcranial magnetic stimulation (TMS). ECT is safer than it is thought in general. It is performed when you are sleeping. TMS is safe, but it could be more expensive and is available in limited hospitals.
Actually they are not banned in the UK. You may resist ECT. How about TMS? Read the following site. http://www.nightingalehospital.co.uk/treatment/repetitive-transcranial-magnetic-stimulation-rtms/
Tricyclic antidepressants such as imipramine (Tofranil), nortriptyline (Pamelor), amitriptyline, doxepin, trimipramine (Surmontil), desipramine (Norpramin) and protriptyline (Vivactil) can be very effective, but tend to cause more-severe side effects than SSRI and SNRI. You may try monoamine oxidase inhibitors such as tranylcypromine (Parnate), phenelzine (Nardil) and isocarboxazid (Marplan) when other medications haven't worked, because they can have serious side effects.