What kind of advice I give to my friend with depression?

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My friend is having a serious depression.Occassionally his mood will turn very bad.At certain point of time,he might want to end his life.I always ask him to think in a positive way but after a while his mood will turn bad again .How can I guide him out the depression state? I really want to help.The medication and the doctor advise doesn't seem to do any help on him.How should I encourage him?