Preheat oven to 375°F. In a large bowl, cream together oil and sugars. Add eggs and vanilla then combine.
In a separate bowl, mix flour, cocoa powder, salt, and baking powder. Add flour mixture to sugar mixture and combine until thoroughly blended.
Stir in chocolate chips, marshmallows, and pecans. Drop two tablespoons onto a cookie sheet lined with parchment paper.
Bake for 14 to 16 minutes or until cookies are browned and still soft on top but not bubbly. Remove from oven and allow cookies to cool for about two minutes on cookie sheet before removing to a wire rack for complete cooling.