Combine flour, soda, and salt; stir well, and set aside. Cream shortening; gradually add sugars, beating well at medium speed of an electric mixer; add eggs and vanilla, mixing well. Add flour mixture, mixing well. Stir in oats and pecans. Shape dough into two 12-inch rolls; wrap in wax paper, and chill at least 6 hours. Unwrap rolls, and cut into 1/4-inch slices; place on ungreased cookie sheets. Bake at 375 degrees for 8 to 10 minutes or until lightly NOTE: Dough may be frozen up to 3 months. Slice dough while frozen, and bake at 375 degrees for 12 minutes. ----