Looks good. Next, set TraceOrders = true; in OnStateChange() when State is State.Configure and re-run.
What date and time are you expecting an entry order and the order is not submitted?
The first time I am seeing this condition as true is 23.12.2021 05:35.
23.12.2021 05:35:00 | spanLong: 3 >= 2 && High[0]: 35658 >= highSeries[1]: 35657

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