DERIVATIVE LIABILITY (Tables)

9 Months Ended

Sep. 30, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of derivative liability

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

	Nine Months Ended September 30, 2017			Year ended December 31, 2016
Conversion price	$	0.08 to 0.40		$	0.22 to 0.23
Risk free interest rate		1.05 to 1.53	%		0.85	%
Expected life of derivative liability		9 to 36 months			9 months
expected volatility of underlying stock		134.1 to 194.5	%		133.0	%
Expected dividend rate		0	%		0	%

Schedule of movement in derivative liability

The movement in derivative liability is as follows:

	September 30, 2017			December 31, 2016
Opening balance	$	113,074		$	—
Derivative financial liability arising from convertible note		2,365,235			77,000
Fair value adjustment to derivative liability		(283,668	)		36,074
	$	2,194,641		$	113,074