I've an entity which has a child entity collcetion, I want to search entities base on value of some fields, the ways I'm doing is to loop all entity in collection and compare the values. Is there any smarter and faster ways to search an entity collection? Thank you very much!!!

No, at the moment that's the only way. The solution for that would be to setup indexes when the data is fetched, which makes fetches slower. In v2.0 a query system in-memory is added to collections.