What is the most elegant way to reposition after filtering a TClientDataset

Question

I'm working on a TClientDataset that the user can filter at any time based on some criterias. My problem is, we'd like the dataset's cursor to remain positionned "mostly" at the same place after filtering. ("Mostly" in double quote since, of course, it can't stay at the same place if the record is filtered out).

After doing some research, the best I could come up with is the following :

procedure RefreshFilter;
var
  I : Integer;
  sFilter : string;
  vIndexValue: array of TVarRec;
  vIndexValueAsVar : Array of Variant;
begin
  sFilter := GenerateNewFilterExpression;

  if sFilter <> MyDataset.Filter then
  begin
    if MyDataset.IndexFieldCount > 0 then
    begin
      SetLength(vIndexValueAsVar, MyDataset.IndexFieldCount);
      SetLength(vIndexValue, MyDataset.IndexFieldCount);

      for I := 0 to MyDataset.IndexFieldCount - 1 do
      begin
        vIndexValueAsVar[I] := MyDataset.IndexFields[I].AsVariant;
        vIndexValue[I].VType := vtVariant;
        vIndexValue[I].VVariant := @vIndexValueAsVar[I];
      end;
    end;

    MyDataset.Filtered := sFilter <> '';
    Mydataset.Filter := sFilter;

    if MyDataset.IndexFieldCount > 0 then
    begin
      MyDataset.FindNearest(vIndexValue);
    end;
  end;
end;

Even though it works pretty well, I find the solution a bit "bulky". I was wondering if there was a some built-in function or a different approach that might be more elegant and less "heavy".

And please, don't mention bookmarks... Bookmarks don't work properly after changing the active filter, and not at all if your record gets filtered out.