What Are The Small Red Bumps I Am Having On My Body?

About a month ago I started getting small, red bumps that look almost like bug bites. It started on my arm, and is extremely itchy then turns into small scabs. When I asked my Dr. He gave me a steroid shot and said it was just a small rash. Then about a week later Rey started coming back; this time on my feet and legs. They are starting to disperse all over my body. At first, I thought it could be bed bugs, but I could not find any at all while searching my house. I'm now starting to get random bruises on my legs and am always tired.