To answer your question, according to the information I know, you can choose to take the MTR train from Luohu to Sheung Shui. However, as the restricted area in Hong Kong belongs to a special area, you need to abide by the relevant regulations and procedures of the Hong Kong government, such as holding valid certificates and passing the border inspection. In addition, I don't know your specific departure place and time, so I can't provide specific price information.
In a word, in order to ensure your safety and abide by the laws of Hong Kong, I suggest you know about the traffic and tourism information in Hong Kong before choosing the mode of transportation, and follow the regulations and procedures of the Hong Kong government. If you have any questions or need help, you can consult the local tourism information center or relevant institutions.