Assuming you're testing that PlanId is no the All member, you can use isAll MDX+ function for this.
For the set, we will combine the Filter function with a Declared function, even though we could put it all the code in the filter. It looks as :
WITH
FUNCTION inRange(Value _date,Value _start, Value _end) AS _start <= _date AND _date <= _end
SET myDates as Filter( [Date].[Date].[Month] as t, inRange(t.current.key, DateTime(2015,6,1), DateTime(2017,1,1) ) )
SELECT
myDates on 0
FROM [Cube]
And using the compact and faster version :
SELECT
Filter( [Date].[Date].[Month] as t, DateTime(2015,6,1) <= t.current.key AND t.current.key <= DateTime(2017,1,1) ) on 0
FROM [Cube]
Using the members :
WITH
FUNCTION inRange(Value _date,Value _start, Value _end) AS _start <= _date AND _date <= _end
SET myDates as Filter( [Date].[Date].[Month] as t,
inRange(t.current.key, [ComptaDateDebut].currentmember.key, [ComptaDateFin].currentmember.key )
)
SELECT
myDates on 0
FROM [Cube]
You can use contextMember instead of currentMember that check also in the slicer (FILTER BY or subselect)