In-place anonymous functions in Delphi loop

Is it possible to convert this:

program RangeLoop;

type
  TIndexedProc = reference to procedure(idx: Integer);

var
  i: Integer;
  p: TIndexedProc;

begin
  p := procedure(ix: Integer)
  var LocalVar: Integer;
  begin
    //Do some processing
  end;
  for i in [2..7] do p(i);
end.

into something like this:

program RangeLoop;

var
  i: Integer;

begin
  for i in [2..7] do procedure(ix: Integer)
  var LocalVar: Boolean;
  begin
    //Do some processing
  end;
end.

?

I know that the last code block is invalid.

In Delphi 10.3 and later, you can use an inline variable inside the loop to hold the anonymous procedure, eg:

program RangeLoop;

var
  i: Integer;

begin
  for i in [2..7] do
  begin
    var p := procedure(ix: Integer)
    begin
      //Do some processing
      var LocalVar := ...;
    end;
    p(i);
  end;
end.

Prior to 10.3, what you are asking for is simply not doable the way you want. Defining p above the loop is your best choice, unless you use a standalone procedure, eg:

program RangeLoop;

procedure p(ix: Integer);
var
  LocalVar: Integer;
begin
  //Do some processing
end;

var
  i: Integer;

begin
  for i in [2..7] do p(i);
end.

Or, if you can use TParallel.For() instead, if your loop iterations are thread-safe and not dependent on each other's results:

program RangeLoop;

uses
  System.Threading;

begin
  TParallel.For(2, 7, procedure(ix: Integer)
    begin
      //Do some processing
    end;
  );
end.