The think you need to think about why it is exactly you are on these medications to begin with.
What do you think started it.

Did you go seeking drugs for a problem?
Did you start or stop some other common drug? Are you now trying to solve your problem with more drugs?
Is it depression caused by alcohol? Illegal drugs maybe. Smoking.
If any of this is the case it should be dealt with first. More drug wouldn't really help anyway.
You might have been told to trust your doctor. Where I am at after 20 years I would not.