7. Derivative Liabilities: Schedule of Share-based Payment Award, Stock Options, Valuation Assumptions (Details) - Assumptions	12 Months Ended
Dec. 31, 2016	Dec. 31, 2015
Fair Value Assumptions, Expected Volatility Rate	0.00%	0.00%
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Risk Free Interest Rate, Minimum	0.44%	0.33%
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Risk Free Interest Rate, Maximum	0.62%	0.72%
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Volatility Rate, Minimum	101.00%	98.00%
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Volatility Rate, Maximum	105.00%	100.00%
Remaining Term1	0.21	1.72
Remaining Term 2	1.0	2.0
Stock Price	1.49	2.00
Stock Price2	3.00

Remaining Term1

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Remaining Term, in years.

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Stock Price.

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Stock Price.

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Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 820
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (bbb)
-URI http://asc.fasb.org/extlink&oid=66048111&loc=d3e19207-110258

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The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

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The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

No definition available.

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The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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No definition available.

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The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

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