Having used the Query Designer in BIDS to type in straight MDX queries I am now attempting to create similar queries but using the graphical drag-and-drop GUI interface instead.

However I am having trouble specifying a syntactically correct MDX filter expression for returning all the MTD and QTD dates.

Here is what I have tried so far:

MTD([dimTime].[Hierarchy].[Day Key].currentmember)
MTD([dimTime].[Hierarchy].currentmember)
MTD()

Each one in turn parses correctly but returns no rows.

The filter is set up as follows:

Dimension = Time
Hierarchy = Hierarchy
Operator = MDX
MDX = (see the three examples I tried above)
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As I understood you want to obtain list of dates like a String?

"...expression for returning all the MTD and QTD dates."

So, you can use function SetToStr:

SetToStr(MTD([dimTime].[Hierarchy].[Day Key].currentmember))