Saving data in 2017?
Well you have to use RobocodeFileOutputStream and robot.getDataFile in recent versions of robocode...
Anyway, since kd-trees are already learning super fast, maybe saving data is only very useful for the first 4 shots ;)
Anyway, using saved data could always make the evaluation harder, since your score is increasing over battles, but even after ~5000 battles, each bot is battled only 5 times (in 1v1).
So I personally discourage the use of saved data in robocode — except for debugging purpose.
Anyway, since there are already a lot of bots relying on saved data, we may never change that in the future ;)