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type
  TMyControl = class(TWinControl)
  private
    FCanvas: TCanvas;
    procedure WMPaint(var Message: TWMPaint); message WM_PAINT;
  public
    constructor Create(AOwner: TComponent); override;
    destructor Destroy; override;
  end;					

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constructor TMyControl.Create(AOwner: TComponent);
begin
  inherited Create(AOwner);
  FCanvas := TControlCanvas.Create;
  TControlCanvas(FCanvas).Control := Self;
end;

destructor TMyControl.Destroy;
begin
  FCanvas.Free;
  inherited Destroy;
end;

procedure TMyControl.WMPaint(var Message: TWMPaint);
begin
  // hier kannst du nun mit FCanvas zeichnen
  inherited;
end;