I actually found the solution in the MATLAB documentation. It is not very easy to find in my opinion, but not that hard... (sorry for asking too fast maybe).
It is here:
Use MPCSIMOPT object to turn on previewing feature in the closed-loop simulation.
params = mpcsimopt(mpcobj);
params.MDLookAhead='on';
params.RefLookAhead='on';
Hope that can help someone like me in the future ! :)
Morvan