ValueError: Dependency on unknown app

I'm trying to use custom User model. Created app named "cw_auth", created "AppUser" model in it, added module to INSTALLED_APPS and added 

AUTH_USER_MODEL = 'cw_auth.AppUser'

to settings.py file. But when I'm trying to perform

./manage.py makemigrations cw_auth

I'm getting errors

Traceback (most recent call last):

  File "manage.py", line 10, in <module>

    execute_from_command_line(sys.argv)

  File "c:\Python34\lib\site-packages\django\core\management\__init__.py", line

338, in execute_from_command_line

    utility.execute()

  File "c:\Python34\lib\site-packages\django\core\management\__init__.py", line

330, in execute

    self.fetch_command(subcommand).run_from_argv(self.argv)

  File "c:\Python34\lib\site-packages\django\core\management\base.py", line 390,

 in run_from_argv

    self.execute(*args, **cmd_options)

  File "c:\Python34\lib\site-packages\django\core\management\base.py", line 441,

 in execute

    output = self.handle(*args, **options)

  File "c:\Python34\lib\site-packages\django\core\management\commands\makemigrat

ions.py", line 63, in handle

    loader = MigrationLoader(None, ignore_no_migrations=True)

  File "c:\Python34\lib\site-packages\django\db\migrations\loader.py", line 47,

in __init__

    self.build_graph()

  File "c:\Python34\lib\site-packages\django\db\migrations\loader.py", line 287,

 in build_graph

    parent = self.check_key(parent, key[0])

  File "c:\Python34\lib\site-packages\django\db\migrations\loader.py", line 165,

 in check_key

    raise ValueError("Dependency on unknown app: %s" % key[0])

ValueError: Dependency on unknown app: cw_auth

cw_auth/models.py code bellow:

from django.db import models
from django.contrib.auth.models import (
    BaseUserManager, AbstractBaseUser
)


class AppUserManager(BaseUserManager):
    def create_user(self, email, first_name, last_name, role=3, password=None):
        """
        Creates and saves a User
        """
        if not email:
            raise ValueError('Users must have an email address')

        user = self.model(
            email=self.normalize_email(email),
            first_name=first_name,
            last_name=last_name,
            role=role,
        )

        user.set_password(password)
        user.save(using=self._db)
        return user

    def create_superuser(self, email, first_name, last_name, password):
        """
        Creates and saves a superuser
        """
        user = self.create_user(email,
                                first_name=first_name,
                                last_name=last_name,
                                role=1,
                                password=password
                                )
        return user


class AppUser(AbstractBaseUser):
    ROLES = ((1, 'Administrator'),
             (2, 'Manager'),
             (3, 'Customer'),
             (4, 'Provider'))
    role = models.IntegerField(choices=ROLES, db_index=True)
    bonus_coins = models.DecimalField(max_digits=9, decimal_places=3)
    balance = models.DecimalField(max_digits=12,decimal_places=2)
    consumables = models.IntegerField()  # amount of available bids for providers
    avatar = models.ImageField(max_length=250)
    rating = models.DecimalField(max_digits=4,decimal_places=2)
    company_name = models.TextField(max_length=100, blank=True)
    birth_date = models.DateField()

    email = models.EmailField(verbose_name='email address', max_length=255, unique=True)
    first_name = models.CharField(max_length=50)
    last_name = models.CharField(max_length=50)
    is_active = models.BooleanField(default=False)
    date_joined = models.DateTimeField(auto_now_add=True)

    objects = AppUserManager()

    USERNAME_FIELD = 'email'
    REQUIRED_FIELDS = ['first_name', 'last_name']

    def get_full_name(self):
        return ' '.join([self.first_name, self.last_name])

    def get_short_name(self):
        return self.first_name

    def __str__(self):
        return self.get_full_name()

    def has_perm(self, perm, obj=None):
        """Does the user have a specific permission?"""
        # Simplest possible answer: Yes, always
        return True

    def has_module_perms(self, app_label):
        """Does the user have permissions to view the app `app_label`?"""
        # Simplest possible answer: Yes, always
        return True

    @property
    def is_staff(self):
        """Is the user a member of staff?"""
        # If role is admin or manager
        return self.role == 1 or self.role == 2

Without AUTH_USER_MODEL migrations going well. Please help.

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