This is the kind of problem where working with stable $\infty$-categories is much easier than triangulated categories. Lurie considers the $\infty$-category of $\infty$-categories $Cat_\infty$, and the subcategory $Cat_\infty^{Ex}$ of stable $\infty$-categories and exact functors, and shows that $Cat_\infty^{Ex}$ is closed under small limits and small filtered colimits (Higher algebra, §1.1.4). And the argument is easy, given the $\infty$-categorical formalism. So the answer is positive if the poset $I$ is directed and your diagram can be enhanced to a diagram of stable $\infty$-categories.
In the classical triangulated world this kind of question is much thornier. One example is the definition of the derived category of $\ell$-adic sheaves in étale cohomology. Right at the start of Deligne's "Weil II" (1980), he defines the "derived category" of $\mathbf Z_\ell$-sheaves as the 2-limit of the derived categories of $\mathbf Z/\ell^n$-sheaves. It turns out that the 2-limit is triangulated in this case, but it's not automatic, the argument is delicate and uses finiteness properties of the Hom-sets. See (1.1.2)(d) of Deligne. Compare with the much more powerful $\infty$-categorical results!