In a saucepan, whisk together the water, orange juice, sugar and brown sugar over medium high heat.
When the mixture starts to boil, add the cinnamon.
Pour the cranberries into the saucepan and reduce the heat to a simmer. Simmer the mixture uncovered for about 10 minutes, stirring occasionally, until cranberries start to pop.
Mash the cranberries to make the mixture less chunky and smooth. Simmer the mixture for another four minutes and turn off the heat, but leave the pot uncovered on the burner for about 30 minutes to thicken.
Mix in the chopped walnuts and add the zest of an orange.