1. Combine the rhubarb, orange juice and lemon juice in an enameled or stainless- steel saucepan. Bring to a boil, cover, reduce the heat and simmer for about an hour, or until the rhubarb is soft.
2. Stir in the sugar and, stirring constantly, boil rapidly for about 5 minutes, or until the mixture is translucent and lightly holds its shape in a spoon.
3. Turn off the heat, stir in the orange and lemon sections and rinds, and the walnuts. Still stirring occasionally, let the marmalade cool to room temperature, then pour it into sterilized glasses and seal with paraffin.