See the following chart from the HK AIP:
AIP Hong Kong - ATC Surveillance Minimum Altitude Chart
I don't know if ATC have any other local rules, but according to the chart they can't let you turn south within 4nm from the departure end of either runway (07R/25L) unless you're above 4,100ft. Outside 4nm, they can't let you turn unless you're above 3,000ft. On 25L, that drops down to 1,500ft once you're outside about 6nm, assuming you keep climbing after the turn.