Preheat oven to 350F and grease or line baking sheet with parchment paper.
In large bowl, cream together Butter with Sugars until fluffy.
Add Egg, Vanilla and Milk and mix well.
Add in Flour, Baking Powder, Baking Soda and Cinnamon and continue to mix until well blended.
Fold in Oats, Chocolate and Pecans.
Using a Tablespoon or Cookie Scoop, place on prepared cookie sheet 2 inches apart and bake in the middle of oven for 10 - 15 minutes or until light golden on edges (longer if you prefer a crispier cookie).
Cool on baking sheet for 2 minutes and then transfer to cooling rack to cool completely.