How do I make a frame for bed curtains on a 4-poster bed?

I have a double, 4-poster bed.  The posts unscrew from the headboard and footboard.  And the finials on top of the posts also unscrew.  I want to make a bed with curtains on all 4 sides.  Kind of like a canopy bed, except with no top.  Only the long sheers on all sides.  These can hang from rods.  The problem:  I want to attach the four rods, preferably very thin and light, from post to post to post to post to post.  I prefer that the rod be stiff and not  something that would sag with the weight of the curtains.  Of course the curtains will be lightweight sheers.

I have searched for a kit to build.  Nothing comes up.  Any ideas?