My fiancé is living in hongkong. What visa can I apply and what are the document that I need?

Fitri, you could have applied for a dependant one if you married. Unfortunately, you didn't get married yet. So I though you may just apply for a visitor type from the HK Immigration Department directly. You may ask your fiance to be your sponsor and submit your application to the department directly. The documents you should prepare are:
1. copies of your passport information page
2. filed ID1003A form together with a recent passport photo
3. flight itineraries. It shows when you arrive and when you leave
4. peronal financal statement, such as your salary slip, employment certificate, recent six months bank statement etc.