1. Grind the oranges through the fine blade of a meat grinder.
2. Combine the oranges, plums, sugar, and raisins in a heavy saucepan. Cook, stirring occasionally, until the mixture is very thick, about 1 1/2 hours.
3. Stir in the nuts and cook for 20 minutes longer. Pour into hot sterilized jars. Cover and cool. Store in the refrigerator.