Talk to Psychiatry on Depression Since 2009

I am approximately since 2009 feeling depressed. I continued treatment and taking medicines regularly. but I have still some symptoms. 1, when i want to sleep at during the day i am not able to rest because of a extreme shock. when my eyes about to go closed than a wave moves on my body or a shock or a movement on my hand also legs ,sometimes a sound calls my name that's why I suddenly wakes up and any other shapes it comes. anyone guide me,help me . I am not able to write all problems these I am facing.