uses
  TypInfo;

function StrToCustomType(const Value: string): TCustomType;
var
  OrdValue: Integer;
begin
  OrdValue := GetEnumValue(TypeInfo(TCustomType), Value);
  // if the GetEnumValue returns value different from -1, cast this value to the returned type, raise exception otherwise
  if OrdValue <> -1 then
    Result := TCustomType(OrdValue)
  else
    raise EMyException.Create(...);
end;