DERIVATIVE LIABILITY (Tables)

12 Months Ended

Dec. 31, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of derivative liability

The following assumptions were used in the Black-Scholes valuation model:

	Year ended
	December 31,
	2016
Conversion price	$	0.22 to 0.23
Risk free interest rate		0.85	%
Expected life of derivative liability		9 months
expected volatility of underlying stock		133.0	%
Expected dividend rate		0	%

Schedule of movement in derivative liability

The movement in derivative liability is as follows:

	December 31, 2016		December 31, 2015
Opening balance	$	-	$	-
Derivative financial liability arising from convertible note		77,000		-
Fair value adjustment to derivative liability		36,074		-
	$	113,074	$	-