@Peel the oranges and slice them into thin rounds. Seed the oranges. Collect any juice and reserve it in a small bowl. Arrange the slices on a serving plate. Peel the onion and cut it into thin rounds; separate the rings. Place the rings on the oranges. Chop the anchovy fillets into small pieces, and place them between the rings.
Mix the orange juice with the sugar and olive oil. Add a pinch of salt and pepper. Spoon the sauce over the salad, and let sit for 10-15 minutes before serving, allowing flavors to blend. Sprinkle capers and parsley over the salad and serve.