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LINE OF CREDIT (Tables) | 12 Months Ended
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Dec. 31, 2017
Debt Disclosure [Abstract] |
Schedule of black scholes option pricing model to determine the fair value of the stock warrant | The Company used the Black Scholes option pricing model to determine the fair value of the stock warrant, using the following assumptions:
Contractual term |  | 5.0 years |
Volatility |  | 122.44 | %
Risk-free interest rate |  | 1.48 | %
Dividend yield |  | 1.44 | %

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- Definition Tabular disclosure of the significant assumptions used during the year to estimate the fair value of warrants, including, but not limited to: (a) expected term, (b) expected volatility of the entity's shares, (c) expected dividends, (d) risk-free rate(s), and (e) discount for post-vesting restrictions. + References No definition available. + Details
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