I assume that we can prune sideway market by means of an ADX filter.
Usually something like that:
Enter the market when ADX is greater than 35
It is a good indicator of a trending market but sometimes its signals come too late.

I see this system as a contra trend in the intraday scope of view because of opening long at the Lower D.Ch. band and closing at its upper band.
Maybe is better to use RSI as a filter  - RSI drops below 30. In this case we will enter long on an oversold market and the chance for a follow uptrend is higher.

Vivek the filter "Long or Short" was designed with the sole purpose to give ability for testing a strategy behavior in both market directions.

It is useful to check whether a strategy is enough rigid. For example during an uptrend as eurusd for the last 3 years set "Enter short positions only". This condition eliminates all the factor leading to an overstated result. If the trading system is not losing during this period it speaks that it is enough stable. But the opposite - testing a strategy on an rising market with a filter "Enter long only" will show a heavily overstated result.

Forexer,
have you tried this yet?  Would be nice if subjective featuree of his method could be eliminated successfully.
jerry