I am trying to change my thermostat to a programmable one. Old one is a Honeywell T8411R and the new one is Honeywell RTH230B. But the wiring is different..
On the T8411R there is G-green,C-blue,R-red,W1-jumper to Y-yellow,L,W2-white,E,B,O-orange
And the new is Rh,Rc,W,Y,G am I going to set this up as
Rh-red, Rc-yellow,W-white,Y-orange,G-reen

You need a 2 stage heat pump thermostat with the appropriate terminals. The one you have now RTH230B will probably not work. You might need professional on site help with the install of the correct thermostat.