I do know that The Tyros models and the Yamaha psrs 900 can do what you want.
As for less expensive keyboards I only have experience with the PSR 500 and that worked some what.
I could send chords from my sequencer program via midi to it and trigger the auto feature, but as I recall there was a timing issue.
For some reason the PSR 500 wouldn't receive the clock data sent by my sequencer.
program.
I had to come up with a work around for that.

I'd get on some Yamaha groups and ask people who are doing what you want with less expensive keyboards.
Sorry I can't be of more help.

Tim