[jggimi]

You can only shape traffic when packets are outbound and leaving an interface. But this isn't really an issue, as long as you recall that any router has at least two network interfaces. Here's an ASCII "graphic":

{Internet} --- $external --- [router] --- $internal --- {local net}

Let us assume that there is a packet which has just arrived at our router from another computer on the local network, at the $internal NIC. The router can queue the packet, outbound, when it places it on a queue for transmission to a destination on the Internet, via the $external NIC.

The opposite direction is the same case. An inbound packet from the Internet can only be queued once it is placed on an outbound queue for transmission to a local computer on the $internal NIC.