I achieved to plot my 5 lines, but wherever I place the legend, it doesn't allow me to see clearly the interception of some lines. There is a way to allow the user to move/drag the legend along the plotting area?
No. You could position the legend outside the plot area so it doesn't overlap the plot or subclass CPTLegend and override the user interaction methods (-pointingDeviceDownEvent:atPoint:, etc.) to implement the dragging behavior.