People have already mentioned the fish oil, diet, exercise, and sunlight. These should be your first approach to fight depression because they are the most fundamental. The following things have been effective for me:
Take a concentrated fish oil or DHA/EPA supplement.
Exercise every day without fail.
Spend plenty of time outside in the sun.
Get plenty of direct sunlight on your skin and in the whites of your eyes.
Eat lots of leafy green vegetables, fruit, and nuts and seeds.
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