This feature is yet to come.
We can select all values or single value in parameter.
parameter Multiple values selection not added now in tableau.
The parameter concept is repository that can store multiple value and return only one of them ... this value can be used in many area, in calculation, or as threshold for reference lines or dynamic sets, etc ... Returning multiple value make no sence unless you can able to work on these values as an array that you can traverse through its element, or create an aggregated value based on them, which is not available currently in tableau ... try to send your exact case so we will be able to figure out a solution with u ....
Here is my exact requirment.
I have two measures Actual Amount, Budget Amount and One filter for Year Quarter(Q1,Q2,Q3,Q4).
When I select the Quarter filter the actual amount should show for that particular filter and the Budget Amount should be Constant(For the whole Year). That is Filter should not apply for the budget Amount.
In this below bar graph, Yellow color bar (Budget) should be fixed and Blue color bar (Actual) should change based on the selected quarter filter.