Antipsychotic medications work primarily by decreasing the effects of dopamine. Anabolic steroids increase the effects of dopamine, probably by direct agonist activity. So, anabolic steroids have the opposite effect antipsychotic medication has. Anabolic steroids also decrease GABA activty. GABA is a calming neurotransmitter.
This is why some people expierence 'roid rage.' The effect is very subtle. Much more subtle than say dextroamphetamine, which is commonly prescribed. It's arguably a more subtle effect than even an energy drink. Steroids will not cause a healthy person to go crazy, but they can trigger latent psychosis.
It's worth noting that antipsychotic medication decreases insulin sensitivty. This means that antipsychotic medication can make you fat. I'm not recommending that you stop taking your medication, but maybe there are alternatives you can talk about with your doctor.
You could look into growth hormone releasing peptides. These are peptides like GHRP-2 and CJC 1295. Another option is thyroid hormone. Thyroid hormone is actually an old school treatment for major depression. I read a thing a while back about doctors prescribing t3 in combination with dextroamphetamine, an MAOI, and ECT for treatment resistant depression.