Sensible multiscale symbol dynamic entropy for fault diagnosis of bearing

•A novel fault diagnosis method based on SMSDE is proposed.•The slippage-averaging multiscale approach is used to enhance the SMSDE.•The proposed SMSDE is used to extract multiscale features of mechanical faults.•SMSDE can more accurately describe small fluctuations in vibration signals.•The effectiveness of the proposed method is verified by three experimental cases.