I'm in a similar boat, I moved to a new city 18 months ago and it's been really very lonely at times, especially at weekends when everyone is with their families. Like you, I started from scratch too, I literally knew nobody when I came here. Do you have kids? If so, school can be a great way to build a social circle but if not, there are lots of other ways, especially if you live in a city. I joined lots of Meetup groups and really made the effort to go to events which at least got me out the house, even if I didn't meet anybody I really liked! I've also set up a women only social group on Meetup as I'm keen to build up a network of female friends - it's early days but the response has been really good so far. Maybe you could do something similar? Also, although I'm not a huge Facebook person, I've actually found it really useful for finding various local groups - walking, running clubs etc.
I think it takes about two years to really feel settled but each month I've found things getting easier and nicer.
Good luck!