This may be good advice, but for some, finding positive purpose can be stressful in itself.
An alternative approach is to modify the scale or direction of the reward system. Lowering expectations may diminish both the positive and negative baseline values a bit. Then, when you're happy, allow for some extra positive feedback. When you're down, just wait for things to pass over.
I once heard a story on how depression can be viewed from an evolutionary perspective: A mouse goes out every day to rummage around, gather some food, hoping to run into a possible spouse mouse. One day, it spots a big eagle, and mouse gets terribly frightened and runs back indoors. If it didn't do this, it would be eaten by the eagle and die. Repeat these scary days for some period, and a handy system kicks in: mouse doesn't want to go outside anymore to party. It just wants to stay in bed and do nothing. If it didn't do this, it would waste energy and not get enough food, and die. Until, after some time, the eagle goes someplace else, and our mouse is happy again to go outside.
Replace mouse with you and eagle with society. Unfortunately, for most of us society doesn't go away, but we can attempt a different perspective at it and see if it becomes less frightening.