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NOTE 8 DERIVATIVE LIABILITY (Tables)
12 Months Ended
Dec. 31, 2015
NOTE 8 DERIVATIVE LIABILITY (Tables) [Line Items]  
Schedule of Derivative Liabilities at Fair Value [Table Text Block]
The following table represents the amount of derivative liability on the Company’s balance sheets:

 
 
December 31,
 
 
 
2015
   
2014
   
2013
   
2012
   
2011
 
Value of derivative liability attributed to warrants
 
$
-
   
$
-
   
$
-
   
$
31,447
   
$
32,537
 
 
                                       
Value of derivative liability attributed to conversion options
   
-
     
-
     
-
     
7,796
     
47,947
 
 
                                       
Total value of derivative liabilities
 
$
-
   
$
-
   
$
-
   
$
39,243
   
$
80,484
 
Warrant [Member]  
NOTE 8 DERIVATIVE LIABILITY (Tables) [Line Items]  
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Table Text Block]
The estimated value of the compensatory warrants granted to non-employees in exchange for financing expenses was determined using the Black-Scholes pricing model and the following assumptions:

 
 
For the twelve months ended December 31,
 
 
 
2015
   
2014
   
2013
   
2012
   
2011
 
Expected volatility
   
N/A
%
   
N/A
%
 
231.09 to 303.04
%
 
214.73 to 260.26
%
 
142.59 to 170.58
%
Expected life (years)
   
N/A
     
N/A
     
0.50
   
0.19 to 0.50
   
0.08 to 1.00
 
Risk free interest rate
   
N/A
%
   
N/A
%
 
0.04 to 0.11
%
 
0.05 to 0.16
%
 
0.06 to 0.17
%
Forfeiture rate
   
N/A
     
N/A
     
-
     
-
     
-
 
Dividend rate
   
N/A
     
N/A
     
-
     
-
     
-
 
Embedded Derivative Financial Instruments [Member] | Warrant [Member]  
NOTE 8 DERIVATIVE LIABILITY (Tables) [Line Items]  
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Table Text Block]
The Company valued the anti-dilution provisions of the convertible notes and warrants using the Black-Scholes valuation model using the following assumptions:

 
 
For the twelve months ended December 31,
 
 
 
2015
   
2014
   
2013
   
2012
   
2011
 
Expected volatility
   
N/A
%
   
N/A
%
 
231.09 to 303.04
%
 
155.37 to 260.26
%
 
142.59 to 170.58
%
Expected life (years)
   
N/A
     
N/A
   
0.41 to 2.46
   
0.19 to 3.07
   
0.08 to 4.00
 
Risk free interest rate
   
N/A
%
   
N/A
%
 
0.04 to 0.11
%
 
0.05 to 0.41
%
 
0.06 to 0.17
%
Forfeiture rate
   
N/A
     
N/A
     
-
     
-
     
-
 
Dividend rate
   
N/A
     
N/A
     
-
     
-
     
-