We propose a space-based gravitational wave (GW) detector consisting of two spatially separated, dragfree satellites sharing ultrastable optical laser light over a single baseline. Each satellite contains an optical lattice atomic clock, which serves as a sensitive, narrowband detector of the local frequency of the shared laser light. A synchronized two-clock comparison between the satellites will be sensitive to the effective Doppler shifts induced by incident GWs at a level competitive with other proposed space-based GW detectors, while providing complementary features. The detected signal is a differential frequency shift of the shared laser light due to the relative velocity of the satellites, and the detection window can be tuned through the control sequence applied to the atoms' internal states. This scheme enables the detection of GWs from continuous, spectrally narrow sources, such as compact binary inspirals, with frequencies ranging from ∼3 mHz-10 Hz without loss of sensitivity, thereby bridging the detection gap between spacebased and terrestrial optical interferometric GW detectors. Our proposed GW detector employs just two satellites, is compatible with integration with an optical interferometric detector, and requires only realistic improvements to existing ground-based clock and laser technologies.