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    type
      TFocusObserver = class(TWinControl)
      private
        procedure CMFocusChanged(var AMessage: TCMFocusChanged); message CM_FOCUSCHANGED;
      end;

    implementation

    { TFocusObserver }

    procedure TFocusObserver.CMFocusChanged(var AMessage: TCMFocusChanged);
    begin
      if AMessage.Sender is TMyMemo then
        // do something
    end;