The scale as you spelled out is the A Major scale. Because you started on D, you are playing in Lydian Mode. You can essentially start with any of the notes, A and F# being the best choices for the chord progression you mentioned. However, when you change chords, you can start the scale on the root for whichever chord you are playing.

Example, when playing A major, you can start the scale on A or F#, which is the relative minor for A. When you change to D Major, you can stay on A, or move to D, which changes the mode to Lydian, or you can use B, which is the relative minor of D, which changes the mode to Dorian.

I would strongly recommend that you read up on using modes and scales in general.