Lucky you to have that problem -- I don't think I've never even been where I might have seen one.
I think pine martens do have a reputation for stealing poultry, but I don't know how deserved it is. Polecats and mink are worse, I think.
But then goshawks are supposed to be very bad, but our local ones don't seem to be interested in our poultry. Nor even our much-more-often-seen sparrowhawk, who'll happily take a woodpigeon and could easily manage a small chook.
It'd be hard to keep martens out, as they can climb so well.