Electroencephalographic signals are usually contaminated by noise and artifacts making difficult to detect Event-Related Potential (ERP), specially in single trials. Wavelet denoising has been successfully applied to ERP detection, but usually works using channels information independently. This paper presents a new adaptive approach to denoise signals taking into account channels correlation in the wavelet domain. Moreover, we combine phase and amplitude information in the wavelet domain to automatically select a temporal window which increases class separability. Results on a classic Brain-Computer Interface application to spell characters using P300 detection show that our algorithm has a better accuracy with respect to the VisuShrink wavelet technique and XDAWN algorithm among 22 healthy subjects, and a better regularity than XDAWN.