Writing the names of historical figures

[Nordic Bill]

Can anyone help me on this one? I am wondering how to caption a portrait painted in the days of the Danish king ...

Christian IV
Christian the IV
Christian the Fourth (what's capitalized and what isn't??)

Would there be a "4th" possibility that is even more suitable?

Rgs,
Bill

[JJM Ballantyne]

You really only have two choices when writing such titles in English, either:

Christian IV

or

Christian the Fourth (note there is no capital on "the")

As a rule, we do not use Roman numerals after "the."

[Nordic Bill]

Thank you very much!

Cheers,
Bill