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if not fileexists(extractfilepath(ParamStr(0))+dateiname) then
  FileCreate(ExtractFilePath(ParamStr(0))+dateiname);

...

fs:=TFileStream.Create(Filename,fmopenreadwrite);                    

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const
 C_BUFF='Blub..';
var
  fs:TfileStream;
  fn:String;

  Function CreateIfNotExits(const fn:String):Word;
    begin
    if not FileExists(fn) then Result := fmCreate else Result := 0;
    end;

begin
  fn := 'C:\temp\test.xxx';
  fs := TfileStream.Create(fn,CreateIfNotExits(fn) or fmopenWrite or fmShareExclusive);
  fs.Position:=fs.Size;
  fs.Write(C_BUFF[1],Length(C_BUFF)*SizeOf(Char));
  fs.Free;
end;