There are times when my mood swings like crazy. You're not alone. I've been on various meds for over 20 years now. I still get depressed but its not as bad with meds as without.

Have you heard of mindfulness training? Google Jon Kabat Zinn. Or pick up 'mindful way through depression'. If meds don't work maybe this will. Look for the 'three minute breathing space'. It's pretty simple to try