The Ibrox side are favourites to win the Irn-Bru Third Division - despite dropping points to Peterhead in last weekend's opener - after losing their status in the Clydesdale Bank Premier League when the club was consigned to liquidation.
Ally McCoist's men are set to face Falkirk in the second round of both the Ramsdens Cup and the Scottish Communities League Cup this month and will also compete in the William Hill Scottish Cup.
Despite the club being voted into the bottom tier of Scottish football, new recruit Sandaza is convinced the quality is still strong enough within the Rangers ranks to compete in all tournaments.
He said: "It must be our objective to win all the cups and go up to the Second Division. We have to live in the present and we are in this division just now but we must try to go up.
"That's why we are signing good players. We will go for it - that's for sure.
"Even in the Third Division, everything is very professional, including the quality of the training.
"We have signed good players from the SPL and other top leagues. Rangers want to have a good squad to try to achieve the cups this year.
"We are in the Third Division and we will respect the other teams that we play against.
"We had a draw in the first game and it was a lesson for us to show our best in every game."
- Clydesdale Bank Premier League