What you're talking about, sweeping to the next string when playing scales, is called economy picking. It has some followers (I think Frank Gambale first popularized this technique), but I think the recognized standard is alternate picking. You can get all the speed you need out of alternate picking, and it keeps in time way better.

Economic picking may have a place in certain situations, but I strongly recommend you master alternate picking first. Like Mai Zure, I also began by using economy picking. When I began studying with my current teacher he convinced me to change. I haven't looked back since.