Hello,
I have just completed something of the same requirement.
Here is what you can try. In the Actual field use this MDX expression:
Case
when
[Measures].[Forecast Value] >= [Your MDX Value]
Then 1
when
[Measures].[Forecast Value] >= [Your MDX Value]
then 0
when
[Measures].[Forecast Value] < [Your MDX Value]
then -1
end
In the Target select "Increasing is better" along with "Band by Numeric value of Actual".
Set your Thresholds to 1 (Green), 0 (Yellow) and -1 (Red).
Hope it helps.