The 27-year-old, who joined Rangers this summer following their relegation to the third division, has also claimed that the club still have the makings of a Scottish Premier League outfit.
"It must be our objective to win all the cups and go up to the second division. Even in the third division, everything is very professional, including the quality of the training," he told reporters.
"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."
Sandaza scored 14 goals for St Johnstone last season.