Amino acids are very effective in controlling depression, anxiety, bipolar, OCD and other similar disorders as they enable the brain to produce the neurotransmitters needed to keep your mood on an even keel.

http://drjolee.com/Brain-Function-Questionnaire.pdf

I use amino acids to control my bipolar 2 with great success. My mood is a thousands times more stable now than when I was on meds. I can't believe the difference it's made in my life!

Other things to consider in controlling your depression are the minerals magnesium and iodine.

Here's some info on both:

Symptoms of Low Magnesium | Ancient Minerals

This is a video by a top naturopath on the need for iodine in the body.