Hi Merlin,
I'm not quite sure if I understand you correctly...
What do you mean by " not giving the values other than the ones in the cube."
Are you looking for an option to show a calendar to the end user and enable him to choose a date irrespective of whether the value is available in the Cube/Masterdata or not?
In this case I would suggest you to use DateField instead of DimensionFilter.
This should solve your issue.
Or
You want to show all possible dates for the user which are valid for the current context. In that case use the option "Only Values in Posted Data". This option is specifically meant for this purpose.
Do let me know if I had misunderstood something.
Regards,
Bharath