I suggest you get some advice from an accountant or do some more homework. Esuperfund has some great learning modules that will answer most of your questions.
You will need at least two trustees for a fund with individual trustees or only one member with a corporate trustee. For a corporate trustee you will need a company.
You will need a trust deed. I do not know about Etrade (I assume they are the administrator) but other administrators provide a deed.
You can trade any stocks with a SMSF.
You need about $100,000 in super to make it worth your while to set up a fund and need to think carefully why.
