Preheat your oven to 350°F (175°C).
Cream together the softened butter, granulated sugar, and brown sugar until light and fluffy. Add the eggs one at a time, mixing well after each addition. Stir in the vanilla extract.
In a separate bowl, whisk together the flour, baking powder, baking soda, and salt. Gradually add this mixture to the wet ingredients, mixing until just combined.
Fold in the oats, semisweet chocolate chips, chopped milk chocolate, and chopped pecans.
Drop rounded balls of dough onto a prepared cookie sheet, leaving space between them.
Bake for 10-12 minutes until edges are lightly golden. Centers may look slightly underbaked.
Let cookies sit on the cookie sheet for 5 minutes before transferring to a cooling rack.