What am I doing wrong that I struggle with depression?
We get depressed not because we are doing something wrong, but because there are a few essential things we have never been taught how to do at all. Depression is essentially a trick of the mind. We can learn how this trick works so that we won't be fooled by it so easily.
The way out of the trick is to realize that depression is a thought and there is no thought that we are compelled to think. We can choose not to think any thought we want by choosing another thought instead of it.