Welcome to HealingWell depression forum. I know that you will be glad that you came here. I really feel that all your exercise and proper eating did help you. You probably would of been worse off without doing these constructive things. The sleeping is important too.
There is a free online program that helps with depression. It is called moodgym.
So check this out and see if it will help you. I am glad that you came here for help. We will support you the best that we can.