If you are truly depressed and not just sad, you need to get care before your brain function is severely altered. Chronic depression is partly a symptom of serotonin re-uptake and does not improve on its own. Self-medicating is not an answer, and not getting counseling is also a bad move. Remember, you can control your own psychological situations to a degree. If you are not a risk to yourself or others, your situation will be confidential between you and your doctor or you and your counselor or therapist. You can sign permission to share those things with an adult in your life, but the main thing is that you need help now.
Your parents will want to help you if they are normal, right? If they aren't "normal" please go to your school counselor for a way to negotiate your situation. Meeting with a professional who can advocate for you, or arrange for a school district psychologist's help may be a way to start.
Having your parents take you to the doctor and telling them it needs to be confidential, just you and the doctor, is something that you can do as well. They may see the medications you are getting from the pharmacy, but again, most states guarantee confidentiality past a certain age (usually 14 and up) between the caregiver and the teen. You need and deserve help, not some crackpot advice on here.
Whatever you do: do not use marijuana. Though it is sometimes advised as a cureall for all kinds of things, it has been clinically proven again and again to worsen depression. If you are using it or other drugs, seek help for those as well, and be honest about having taken them.
Depression is not and should not be something to be ashamed of. What is shameful is not getting help.