Put the plums and water into a large heavy-based pan with the water. Bring to a boil, then reduce the heat and simmer gently until soft and pulpy. Stir in the prunes.
Add both sugars and stir over a low heat until dissolved. Increase the heat and bring to a boil.
Stir in the walnuts and boil rapidly until setting point is reached.
Spoon into hot sterilised jars, cover, seal and label.