DERIVATIVE LIABILITY (Tables)

3 Months Ended

Mar. 31, 2018

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of derivative liability

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

	Three months ended March 31, 2018
Conversion price	$	0.08 to 0.20
Risk free interest rate		1.78 to 2.09	%
Expected life of derivative liability		9 to 12 months
Expected volatility of underlying stock		208.3 to 230.6	%
Expected dividend rate		0	%

Schedule of movement in derivative liability

The movement in derivative liability is as follows:

	March 31, 2018			December 31, 2017
Opening balance	$	3,277,621		$	113,074
Derivative financial liability arising from convertible note		668,545			2,834,413
Fair value adjustment to derivative liability		(2,531,332	)		330,134
	$	1,414,834		$	3,277,621