The issue is in the case statement. You have YEAR instead of Year and DAY instead of Day.
In your parameter added Year and Day. Case statement added wrong with YEAR and DAY
CASE [Date Level Selector]
WHEN 'Year' THEN STR(YEAR([Order Date]))
WHEN 'Quarter' THEN STR(YEAR([Order Date])) + "/Q" + datename('quarter',[Order Date])
WHEN 'Month' THEN datename('month',[Order Date])+" "+str(year([Order Date]))
WHEN 'Week' THEN "Week " +str(datepart('week' , [Order Date]))
WHEN 'Day' THEN str(date([Order Date]))
How did I not notice this.
This is great. But how can I get it to my chart shows the months in the correct order, as new data is introduced every month?