Preheat the oven to 375 degrees F (190 degrees C).
Cream together brown sugar, butter, and white sugar in a large bowl until smooth. Beat in eggs one at a time, then stir in milk and vanilla.
Combine flour, baking soda, and salt; stir into sugar mixture until well blended. Stir in oats, chocolate chips, walnuts, and coconut until evenly distributed.
Drop by rounded spoonfuls onto ungreased cookie sheets.
Bake in the preheated oven for 10 to 12 minutes for a chewy cookie or 14 minutes for a firmer cookie.
Cool for 1 minute on the cookie sheets and then remove to wire rack. Cool completely and then store in a tightly sealed container.