Electroencephalogram (EEG) is a non-invasive collection method for brain signals. It has broad prospects in brain-computer interface (BCI) applications. Recent advances have shown the effectiveness of the widely used convolutional neural network (CNN) in EEG decoding. However, some studies reveal that a slight disturbance to the inputs, e.g., data translation, can change CNN's outputs. Such instability is dangerous for EEG-based BCI applications because signals in practice are different from training data. In this study, we propose a multi-scale activity transition network (MSATNet) to alleviate the influence of the translation problem in convolution-based models. MSATNet provides an activity state pyramid consisting of multi-scale recurrent neural networks to capture the relationship between brain activities, which is a translation-invariant feature. In the experiment, Kullback-Leibler divergence is applied to measure the degree of translation. The comprehensive results demonstrate that our method surpasses the AUC of 0.0080, 0.0254, 0.0393 in 1, 5, and 10 KL divergence compared to competitors with various convolution structures.