One way to do this is to create views for the child grid.
You can then add index to the view and also filter. It is the best way to do child grid.

Also, one way to prevent losing grid setting is to create a class for the grid and create the grid object at runtime when the data change.

Thisform.LockScreen=.t.
thisform.removeobject("MYGrid")
Select * from Mydata into cursor MyGridData
thisform.AddObject("MyGrid")
thsiform.LockScreen=.f.

>Yesterday, we exchange a few messages in regards to preserving the grid properties when we reset the RecordSource. Today, I am facing a new challenge. I have a grid which has a relation. Its RecordSource has a relationship with another table. During the process, I am deleting all the record of the relationship table and creating them again. This has the effect of making the grid to loose its entire settings. I didn't even touch the RecordSource table of the grid. But, because I deleted all the records in the relationship table, the grid looses its settings. Any workaround for that?