Combine apples, pineapple, orange pulp, orange peel and water in a large sauce pot.
Cook until peel is tender, about 10 minutes.
Add sugar and coconut.
Bring slowly to a boil, stirring until sugar dissolves.
Cook rapidly almost to jellying point, about 15 to 20 minutes.
As mixture thickens, stir frequently to prevent sticking.
Pour hot into hot jars, leaving 1/4-inch head space.
Process 15 minutes in boiling water bath.