How can I go to Tsim Sha Tsui (Hongkong) from Lou Wu market (Shenzhen) by MTR or Train

From TST, you can walk to reah East Tsim Sha Tusi Station to take the West Rail Line to reach Hung Hom station where you can change to take East Rail Line to reach Lo Wu Station.
Pass the border, you can reach Luohu, Shenzhen and then you can go to any market you want to go in Luohu.