This isn't technically written by Alan Moore. In the comic he wrote of the same name it is:

"There, did you kill me? There's no flesh or blood within this cloak to kill. There's only an idea. Ideas are bulletproof. Farewell."

Alan Moore disowns the movie and would pray to his snake god for his name to be removed from this quote if he knew. Instead, The Wachowski Brothers should be credited for this quote as they adapted the comic into the movie screenplay.