I would like to know if there any script that i can use to switch automatically between finder and photoshop?
I can't install Palua App from my AppStore on El-capitan.
You could use Spaces.
Lock each app to its own space then use the built-in system hot keys to switch between those Spaces.
See my answer at https://apple.stackexchange.com/a/179403/85275 for some working methods.
I would try making your shortcuts with Fast Scripts - it's free for 10 shortcuts or less.