Chop the oranges and lemons, then add to a preserving pan. Tie the pips in a square of muslin and add to the pan. Pour in 1 litre (1¾ pints) water, bring to the boil, then cover and simmer for 1½–2 hours. Stir now and then and check that the fruit doesn't boil dry. Top up with a little extra water if needed. Meanwhile, peel, quarter and core the apples. Chop, then add to a saucepan with 150 ml (¼ pint) water. Cover and cook gently for 20 minutes, stirring now and then, until soft.
Leave the citrus fruits and apple to cool. Lift out the muslin bag, squeezing well. Blend the citrus fruit and apples together in small batches in a food processor or liquidizer, adding the remaining water as needed to aid blending.
Pour the fruit into the preserving pan, add the sugar, then heat gently, stirring now and then until the sugar has dissolved. Bring to the boil, then boil rapidly until setting point is reached (20–30 minutes). Skim with a draining spoon or stir in butter, if needed.
Ladle into warm, dry jars, filling to the very top. Cover with screw-top lids, or with waxed discs and cellophane tops secured with elastic bands. Label and leave to cool.
To serve, try it with hot buttered English muffins.