I finally found a solution.
In fact, Qlikview seems not to support the cube format. With a MDX request, I was loading data as they were on my OLAP cube, that's to say with many dimensions. But if I want Qlikview, which play the role of the cube, to understand well the relations between the different sets of data, I need to load them as a set of columns. In order to do so, I use a SQL request to flatten the data and get every single measure and dimension as a columns table. Thus I write as many requests as the number of measures I have, as following:
CONNECT TO [Provider=SQLOLEDB.1;Integrated Security=SSPI;Persist Security Info=False;Data Source=Myserver;MDX Compatibility=1;Safety Options=2;MDX Missing Member Mode=Error];
SQL SELECT * FROM OPENQUERY(myopenserver,
'SELECT NON EMPTY
So create as many similar request as the number of measures you have. Also to access your Cube with an OPENQUERY, you need to have an administrator account. Then now that the data are flattened, the CHILDREN works fine and keep navigability.