Source, in full
Signal to the British fleet before the battle, as quoted in Life of Nelson, Ch. 9. Initially dictated as: "England confides that every man shall do his duty." The signaller pointed out that "expects" was in the signals alphabet, but "confides" was not and so had to be spelt out, taking longer, and Nelson agreed to the change.
Variants
, reported in the London Times (26 December 1805): "England expects every officer and man to do his duty this day."