Stir the sugars, syrup, milk, and salt together in a heavy cast iron skillet. Cook over medium heat, stirring constantly to prevent sticking, until the candy forms a soft ball when dropped into a glass of cool water. Cool for ten minutes, add the butter and vanilla and begin beating. As the candy thickens, add the nuts. Pour into a buttered pan and cool thoroughly. Cut into squares to serve.

Note: Coconut is a good addition, add a handful when you add the pecans (or other nuts).