Am I obligated to stop women who are immodestly dressed in the street from doing so, or would that be a trial for me?

Enjoining good and forbidding evil is one of the شعائر (rituals/emblems) of Islam, but it has conditions and etiquettes. If a greater harm results from the denunciation, then it is not obligatory; in fact, it may be forbidden. Occupying oneself with denouncing every unveiled woman in a country where unveiling is widespread may lead to fitnah (strife) and ill-will. It is more preferable to call one's relatives and family. The scholars have determined that if it is highly probable that the denunciation will not be responded to or beneficial, then it is not obligatory. Therefore, among the conditions for enjoining and forbidding are that the enjoining person must be knowledgeable of what is good and what is evil, and that his denunciation does not lead to a greater evil, and that he knows or predominantly believes that his denunciation will remove the evil. If he knows that it will not be beneficial, then al-ḥisbah (enjoining good and forbidding evil as a public duty) is not obligatory, but rather recommended. It is a collective obligation (fard kifayah), but it must be done with wisdom and gentleness. If it leads to the loss of many benefits by its omission, then it is omitted.