Author: Jonas Bilinkevicius 

I use SendMessage(EditHandle, WM_KEYDOWN, VK_TAB, 0) to mimic pressing TAB key, but 
how about SHIFT-TAB? I know I can use WM_NEXTDLGCTL, but that is exactly what I try 
to avoid.

Answer:

You can do both by sending the WM_KEYDOWN message to the control or generate the 
keyboard event through the keybd_event function. See the example below for details:

1   { ... }
2   var
3     XKeyState, XNewKeyState: TKeyboardState;
4   begin
5     try
6       {set shift key down}
7       GetKeyboardState(XKeyState);
8       XNewKeyState := XKeyState;
9       XNewKeyState[VK_SHIFT] := $81;
10      SetKeyboardState(XNewKeyState);
11      {post tab key down message}
12      PostMessage(YourComponent.Handle, WM_KEYDOWN, VK_TAB, 0);
13      Application.ProcessMessages;
14    finally
15      {return old keyboard state back}
16      SetKeyboardState(XKeyState);
17    end;
18  end;
19  
20  or you use
21  
22  { ... }
23  keybd_event(VK_SHIFT, 0, 0, 0);
24  keybd_event(VK_TAB, 0, 0, 0);
25  keybd_event(VK_SHIFT, 0, KEYEVENTF_KEYUP, 0);
26  end;