The first strategy I want to talk about is called being proactive. I first learned about this idea from the self-help book 7 Habits of Highly Effective People. My favorite analogy of this is:
A reactive person is like a bottle of soda. You shake them up, and after a while they will explode. A proactive person is like a bottle of water. You shake them up, but nothing really happens. You can shake all you want, but a proactive person will always end up as calm as they started.
Everyone, depressed or otherwise, gets shaken up throughout the day. You will encounter all sorts of problems big and small. It can be easy to react to these negatively, by getting violent or withdrawing from the world. In these situations, I like to remind myself to be calm like water. Life will always have difficulties, but as long as you remember to be proactive about them, you can succeed.
How exactly does one be proactive while being depressed? The thing I always do is remind myself that I am in charge of my actions, not my depression. No matter how badly I feel about myself or how little energy I have, I always have the final say over what I do. Once you realize that, it's easier to brush away depressed thoughts because in the end they can't control what you do. They're only thoughts.