Is it possible to implement this?
Some high-end camera has it, as well as all analogic cameras.
Documentation: http://www.weatherscapes.com/techniques.php?cat=miscellaneous&page=doubleexp
Video: http://www.youtube.com/watch?v=d2lHQJFJ-nc&feature=g-user-u
Done, SET+MainDial+Gimp/Photoshop.
don't understand, so there are not any options to take double exposure with ML? right?
There's a difference between taking a double exposure, and a double exposure preview.
Look at Advanced bracket in the Shoot menu.