Preheat oven to 350 degrees. Grease cookie sheets.
Beat the sugars, shortening, egg, vanilla extract and milk until smooth. Sift together the flour, baking soda, baking powder and salt. Add all at once to the egg mixture. Beat until smooth. Add the oats, mix well.
Drop from a teaspoon 2 inches apart onto the cookie sheets. Bake for 12 minutes, or until light brown.