OK, thanks Bart, so it is not possible.
just a note: I found this a little annoying and dangerous, If I type something just to test and then I want come back I have to remember what has to be reverted (but even in case I did a wrong input in the code then it is saved !). don't know how delphi works, it probably creates some backups, so until you explicitly do a save, closing the project leaves the project unchanged.
@wp, never used git or svn, maybe it is time to look at them