Finally I implemented my own calendar and packed here. Tell me if you find it useful or if you need some improvement.
Thanks Ñuño, is great component but I did a trick: When click TEdit, show/Hide the TCalendar.
Your FloatPanel is very good
I almost do not like it the TDateTimePicker, so I decided to do this simple trick xD
See it in action in a image below.
PD: Many thanks, perfect calendar.