If you want to catch an exception with the try except statement sometimes you can get an error like “Project .exe raised exception … with message …“. This is because delphi is  setup to stop on delphi exception when you try to catch the exception. To pass this problem  you  have to deselect the option for stopping on delphi exception on the Debugger  option. To do so, go to Tools -> Debugger Options , after that select the Language Exceptions  panel and make sure you deselect the Stop on Delphi Exceptions option. Rebuild again and the  problem should be solved.

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