DERIVATIVE LIABILITY (Tables)

9 Months Ended

Sep. 30, 2019

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of assumptions were used in the Black-Scholes valuation model

	Nine months ended September 30, 2019
Conversion price	$	0.03 to 2.00
Risk free interest rate		1.75 to 2.59	%
Expected life of derivative liability		1 to 16 months
Expected volatility of underlying stock		148.4 to 174.49	%
Expected dividend rate		0	%

Schedule of movement in derivative liability

	September 30, 2019			December 31, 2018
Opening balance	$	1,833,672		$	3,277,621
Derivative financial liability arising from convertible notes		630,115			2,685,844
Fair value adjustment to derivative liability		(986,011	)		(4,129,793	)
	$	1,477,776		$	1,833,672