Short answer: Yes, you are allowed to say that.
Long answer: No, you really shouldn't, for a couple reasons.
1) You're tipping your hand. As Scott said above, if the player knows you're watching, they'll be less likely to cheat, and then you won't have any proof and that player won't be caught and dealt with appropriately. It's better to catch cheaters and get the cheat on their record permanently (yes, you have a permanent record with the DCI) than it is to stop them from cheating at one event (and then go back to cheating at the next one).
2) That phrase (at least in English; I notice you're from Indonesia so maybe the phrase in your language is different) is very aggressive. If a judge said that to me, I'd probably report that to the TO and say that the judge is biased and I don't want that judge staffed anymore. TOs listen to that sort of feedback, because TOs want feet in the door and butts in seats and will hire whatever judge will get them that, more than they want any particular judge to run their events. So if you come off as aggressive towards one or a small group of people, and drive those people away from the store, then you could jeopardize your chance to be staffed at that store in the future.
3) It could be a simple mistake. I was judging a tournament a couple months ago where I noticed a player shuffling in a way that looked a lot like cheating. So I watched him to check for consistency, and I deckchecked him to check for deck ordering, and I watched some of his games to see if he drew above average (he was at the top tables), and I was unable to come up with anything definitive (he wasn't drawing particularly above average, when I deckchecked him his deck wasn't particularly well-ordered, etc). So after one game, I pulled him aside and I said “I've been watching you during the event…” and I mentioned to him the issue I saw. The player was completely unaware of the issue, and after talking to him I noticed he changed his technique.
Edited Lyle Waldman (Oct. 12, 2017 12:45:50 PM)