procedure DrawUp3DTriangle(ACanvas: TCanvas; const ARect: TRect;
  AHiglighColor: TColor = clBtnHighlight; AShadowColor: TColor = clBtnShadow);
begin
  ACanvas.MoveTo(ARect.Left, ARect.Bottom);
  ACanvas.Pen.Color := AShadowColor;
  ACanvas.LineTo((ARect.Left + ARect.Right) div 2, ARect.Top);
  ACanvas.Pen.Color := AHiglighColor;
  ACanvas.LineTo(ARect.Right, ARect.Bottom);
  ACanvas.LineTo(ARect.Left, ARect.Bottom);
end;

procedure DrawDown3DTriangle(ACanvas: TCanvas; const ARect: TRect;
  AHiglighColor: TColor = clBtnHighlight; AShadowColor: TColor = clBtnShadow);
begin
  ACanvas.MoveTo(ARect.Right, ARect.Top);
  ACanvas.Pen.Color := clBtnHighlight;
  ACanvas.LineTo((ARect.Left + ARect.Right) div 2, ARect.Bottom);
  ACanvas.Pen.Color := clBtnShadow;
  ACanvas.LineTo(ARect.Left, ARect.Top);
  ACanvas.LineTo(ARect.Right, ARect.Top);
end;

function CalcGridRectTriangleSort(const ACellRect: TRect; AMargin: Integer = 6;
  AAlign: TAlignment = taRightJustify): TRect;
var
  LWidth: Integer;
begin
  Result := ACellRect;
  Inc(Result.Left, AMargin);
  Inc(Result.Top, AMargin);
  Dec(Result.Bottom, AMargin);
  Dec(Result.Right, AMargin);
  LWidth := Result.Bottom - Result.Top;
  case AAlign of
    taLeftJustify: Result.Right := Result.Left + LWidth;
    taRightJustify: Result.Left := Result.Right - LWidth;
    taCenter: begin
      Result.Left := (Result.Left + Result.Right - LWidth) div 2;
      Result.Right := Result.Left + LWidth;
    end;
  end;
end;

procedure TForm1.StringGridDrawCell(ASender: TObject; ACol,
  ARow: Integer; ARect: TRect; AState: TGridDrawState);
begin
  if (ARow = 0) and (ACol = Ord(FPrevSort)) then begin
    ARect := CalcGridRectTriangleSort(ARect);
    if FForwardSorted then
      DrawDown3DTriangle(TStringGrid(ASender).Canvas, ARect)
    else
      DrawUp3DTriangle(TStringGrid(ASender).Canvas, ARect)
  end;
end;