I solved it in the end!

I did this with my member assignment

WITH

MEMBER [CompareDates]

AS

"{

[Date].[Calendar Date].[Date].&[20050701]

,[Date].[Calendar Date].[Date].&[20050702]

,[Date].[Calendar Date].[Date].&[20050703]

,[Date].[Calendar Date].[Date].&[20050704]

}"

and then with that I can do

STRTOSET([CompareDates])

This solved my issue and I was able to view the figures for any range of comparative dates that the user chose

In SSRS I have 2 date ranges

the user selects the dates they want

Using those dates a bit of T-SQL finds the range of comparative dates I need from those 2 date ranges

I have this set as a mult value parameter.

I the pass that multi value parameter to a sting

Then it is that string I pass through to my MDX doing a STRTOSET

I see comparative figures against my normal date figures and it works really well

Thanks for responding