DERIVATIVE LIABILITY (Tables)

12 Months Ended

Dec. 31, 2017

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, 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 1.98	%		0.85	%
Expected life of derivative liability		9 to 36 months			9 months
expected volatility of underlying stock		134.1 to 202.3	%		133.0	%
Expected dividend rate		0	%		0	%

Schedule of movement in derivative liability

The movement in derivative liability is as follows:

	December 31, 2017		December 31, 2016
Opening balance	$	113,074	$	—
Derivative financial liability arising from convertible note		2,834,413		77,000
Fair value adjustment to derivative liability		330,134		36,074
	$	3,277,621	$	113,074