Prayer for Redemption

Please pray for me, I don't know if I am saved or not. I go to church, pray, etc., but I don't have the power to change my behavior or thinking. I keep searching and praying for the Lord to show me the way to go. Please pray that the Lord reveal if I am saved or not, also that the Lord will transform my life. I need to come out of depression and a joyless life. Jesus please help me. Thank you.