Use this script in "P"-Mode. It will take n pictures at -2,-1,0,+1,+2. Kinda slow but it works for me. I use the CHDK build from here

@title HDR
@param a Number of shots per step
@default a 2

let i = 1

print "Preparing"
click "expo_corr"
for n = 1 to 12
  wheel_left
  sleep 100
next n


for m = 1 to 5
  for n = 1 to a
    print "Shoot", i, "of", a*5 
    shoot
    i = i + 1
  next n

  for n = 1 to 3
    wheel_right
    sleep 100
  next n
next m

print "Resetting"
for n = 1 to 6
  wheel_left
  sleep 100
next n

end