Use sidelights 細燈 whenever engine is in motion (To let other road users especially pedestrains knows that your vehicle may move at any time), and in tunnels (the lighting in tunnels are enough, no need to turn on headlights)
Use headlights when it is dark (at night, in carpark) or visibility is low.
Only use high headlights when there is no lighting at all and no other traffic. (like country roads in foreign countries) I think there is no use of high headlights in HK except to flash other drivers.