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If the engine is going into limp mode it should also be displaying the CEL (Check Engine Light).
If it's not displaying that, then it might be another issue. There are some things that need to be checked first, and since they're free and easy we should start there.
I'd pop the air filter out and check that first - at full throttle, it needs a lot of air, and a mostly-blocked air intake is going to give you the exact symptom you describe (including, possibly lighting the CEL because the MAF - Mass Air Flow - sensor detects insufficient air, and the O2 sensor in the exhaust senses an over-rich operation.
Your fuel pump might be having an issue with air in the line. Reduced rail pressure will result in not enough fuel delivery when the fuel demand is high (full throttle) also giving you the same symptoms. If you're recently had the fuel filter out, and didn't change the seals, this might be your culprit. One of your fuel lines may have developed a crack or two (I'd guess on the intake, or low-pressure side, or you'd be pumping fuel all over the place). This will cause air to be sucked into the fuel system.
You might also have a dirty fuel filter. Have you tried using bio-diesel recently? Have you purchased fuel from a small servo that doesn't supply to trucks? Truck stops are best for buying diesel from, as they have high turnover and their livelihood depends on their fuel not causing problems, so GENERALLY you'll find truck stops are far more reliable to buy fuel from.
There's a start, anyway.