I would like to know what type of tourist visa should I apply? Single Entry or Double Entry?

I will be arriving in HK, spend 2 nites in HK, then will be taking train Hung Hom Station to Guangzhou, 4 days later will be going to Shenzen, then 3 days later take flight back to Kuala Lumpur, Malaysia.

HK-GZ-SHZ
I just checked that Malaysia does not require one to enter Hong Kong, so the type I'm applying is ONLY for for entering Mainland China. Am I right? Thank you.