Yes, it's possible, but only if all your three antibodies (capture Ab, 1st antibody, and 2nd antibody-HRP) will belong to different species and will not show any cross-reactivity.
Of course you dont need the biotin/streptavidin system. Actually the coating antibody and the conjugated antibody can belong to the same species. You need to take care that there are not undesired crossreactivities, as Viktor suggested.