I don't know what to do with my depression?

I will try to make this as short as possible!

I'm a 17 year old girl and I've been shy and insecure all my life and I have been bullied. When I was little I had friends and I was happy but as I got older I lost all of my friends and I haven't had a good friend for a while now. I have no one to talk to or hang out with. When I'm not in school I have nothing to do and I'm always at home, alone.

My parents argue a lot and it has made me very angry and really sad sometimes.

I started going to a doctor when I was 13-14 yrs old because of my anxiety. I couldn't eat, always throwing up because I was stressing out. I didn't want to go to school and I skipped classes a lot. I have been on medication for the anxiety but not anymore. It has gotten better.

I have gone to a counselor before which didn't really help me.The counselor didn't understand how I was feeling and there was no help. I haven't been diagnosed with Depression but I think that I have been depressed since I was 13 yrs old.

I have literally tried everything to get rid of my depression. I try to think more optimistic, better diet, more exercise and I lost some weight and I'm more fit now. I've gone to hypnosis, counselor,two different medication, talked to my family about it. but nothing has helped.

After all I've tried, I have never felt so miserable. I have thought about dying but I couldn't do that to my family. I have no true happy feelings anymore and I have hid my sadness from my mom for too long, and sometimes I cry my self to sleep. I really want to sit down and tell my mom about this but I don´t want to make her upset especially on Christmas.

Please give my advice