Our expert says:
There is some evidence that exercise can help to relieve depression, but be cautious : it's easy to try to escape into excessive exercise, which would not be so good for you.
Now, Depression is a serious and common illness, and exercise alone is probably not going to be enough to clear it up. It ( and you ) deserve the best available treatment. The aim of treatment at this time, is to avoid going back into or getting stuck in, the dark days you have experienced before. Antidepressant meds are often used and can be very useful ; and some more modern ones may suit you better than whatever was used on the previous occasion.
But there is also a very effective ( as established by some good research ) non-drug treatment. You'd need to find a psychologist / counsellor able to provide this relatively new method. It's called CBT, Cognitive-Behaviour Therapy, and it could suit you especially well. It focuses on providing you with effective methods to regain control of your mood, and of the unhelpful habits of thought and behaviour which have formed this depression, helping you to contain and control suicidal and other gloomy thoughts, and to find a range of ways to improve your situation and your mood, as well as to be able to prevent future return of this gloom. See if you can find a local source of this excellent form of therapy ; with your wholesome attitude towards helping yourself, this should suit you well.
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